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How to prove that two poisson processes can never be negatively correlated.

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- Thread starter dsantanu
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- #1

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How to prove that two poisson processes can never be negatively correlated.

- #2

- 530

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Use the Frechet bounds and positivity of Poisson random variables.

- #3

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Thanks bpet. But what is a frechet bound?

I have probability/math background.No physics back ground.

I have probability/math background.No physics back ground.

- #4

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- #5

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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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