Published in
Cambridge University Press, Advances in Applied Probability, 1(25), p. 255-260, 1993
DOI: 10.2307/1427505
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On conditional intensities and on interparticle correlation in non-linear death processes
Journal article published in 1993 by
Timothy C. Brown,
Peter Donnelly
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Abstract
Ball and Donnelly (1987) announced a result giving circumstances in which there is positive or negative correlation between the death times in a non-linear, Markovian death process. A proof is provided here, based on results concerning the distribution of optional random variables in terms of their conditional intensities.
