On the extension of quadrant dependence

Abstract

In this short note, it is propounded an extension for quadrant dependence, and shown that some of the original proprieties of this popular concept remain valid, while others are necessarily generalized. A second Borel–Cantelli lemma due to Petrov (Statist. Probab. Lett. 58: 283–286, 2002) is revisited for events enjoying this new dependence notion and demonstrated by means of simpler arguments.

Keywords

• Quadrant dependence
• Dependent random variables