Dependence Concepts for Stochastic Processes

  • Dennis S. Friday
Part of the NATO Advanced study Institutes Series book series (ASIC, volume 79)


Dependence concepts are a relatively recent development in multivariate distribution theory. They allow dependence to be incorporated into a problem without requiring specific model assumptions, and define classes of multivariate distributions with useful properties. It is not apparent that related notions have also evolved in the theory and applications of stochastic processes. Multivariate concepts and stochastic process concepts, however, have had no influence on each other. In this paper an overview is presented of the work in stochastic processes that is analogous to multivariate dependence concepts.

Key Words

Dependence concepts fractional Brownian motion mixing power-law spectra self-similarity stochastic processes 


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Copyright information

© D. Reidel Publishing Company, Dordrecht, Holland 1981

Authors and Affiliations

  • Dennis S. Friday
    • 1
  1. 1.Statistical Engineering LaboratoryNational Bureau of StandardsBoulderUSA

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