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Education > Statistics > correlation bet...
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correlation between two Poisson processes?

by Luna Moon <lunamoonmoon@[EMAIL PROTECTED] > Apr 5, 2008 at 11:07 PM

Hi all,

How do I introduce correlation to two otherwise standard Poisson
processes?

And suppose two Brownian motion processes have certain correlation,
how do I remove correlation between these two BM processes via a
measure change?

Thanks
 




 4 Posts in Topic:
correlation between two Poisson processes?
Luna Moon <lunamoonmoo  2008-04-05 23:07:55 
Re: correlation between two Poisson processes?
Robert Israel <israel@  2008-04-06 03:51:52 
Re: correlation between two Poisson processes?
"David Jones" &  2008-04-07 11:56:30 
Re: correlation between two Poisson processes?
Robert Israel <israel@  2008-04-06 20:18:35 

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tan12V112 Sat Jul 19 19:52:10 CDT 2008.