- #1

dsantanu

- 4

- 0

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

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- Thread starter dsantanu
- Start date

- #1

dsantanu

- 4

- 0

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

- #2

bpet

- 530

- 7

Use the Frechet bounds and positivity of Poisson random variables.

- #3

dsantanu

- 4

- 0

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

bpet

- 530

- 7

- #5

dsantanu

- 4

- 0

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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