Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Correlation between poisoon processes

  1. Sep 17, 2012 #1
    How to prove that two poisson processes can never be negatively correlated.
     
  2. jcsd
  3. Sep 18, 2012 #2
    Use the Frechet bounds and positivity of Poisson random variables.
     
  4. Sep 18, 2012 #3
    Thanks bpet. But what is a frechet bound?
    I have probability/math background.No physics back ground.
     
  5. Sep 21, 2012 #4
    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).
     
  6. Sep 21, 2012 #5
    Re: correlation between poisson processes

    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.
     
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook




Similar Discussions: Correlation between poisoon processes
Loading...