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Published online by Cambridge University Press: 01 July 2016
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.
Present address: Department of Statistics, University of Melbourne, Parkville, VIC 3052, Australia.