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Hyper-dependence, hyper-ageing properties and analogies between them: a semigroup-based approach

Rachele Foschi (2013)

Kybernetika

In previous papers, evolution of dependence and ageing, for vectors of non-negative random variables, have been separately considered. Some analogies between the two evolutions emerge however in those studies. In the present paper, we propose a unified approach, based on semigroup arguments, explaining the origin of such analogies and relations among properties of stochastic dependence and ageing.

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