On conditional intensities and on interparticle correlation in non-linear death processes
Brown TC., Donnelly P.
<jats:p>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.</jats:p>