57
<P ALIGN=RIGHT><FONT SIZE=+4>57</FONT><P>
Joshua B. Levy
Murad S. Taqqu
be a stationary stable process and let
be the difference
between the joint characteristic function of
and the product of
the characteristic functions of
and
. The function
as
is a measure of asymptotic dependence. We analyze the
behavior of
as
for various stable stochastic
processes.