(Received November 9, 1992; revised August 9, 1993)
Abstract. We study the positive dependence of pairs of stochastic processes and examine its relation with the properties of certain stopping times. Some special cases, such as dependent random walks, Gaussian processes and exchangeable sequences of elliptically contoured random variables, are taken into account.
Key words and phrases: Stochastic orderings, bivariate random walks, bivariate Gaussian processes, exchangeable sequences.
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