Correlation between poisoon processes

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How to prove that two poisson processes can never be negatively correlated.
 
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Use the Frechet bounds and positivity of Poisson random variables.
 
Thanks bpet. But what is a frechet bound?
I have probability/math background.No physics back ground.
 
The result is from copula theory. A good survey article is "Copulas: a personal view" by Embrechts which has a result relevant to your conjecture (which you'll find is not quite true).
 


ok.yes it may be false actually.poisson distribution with negative correlation can be constructed.from there to poisson process may not be a big leap.Thanks very much for pointing to the article.
 

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