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We consider the sets of negatively associated (NA) and negatively correlated (NC) distributions as subsets of the space M of all probability distributions on Rn, in terms of their relative topological structures within the topological space of all measures on a given measurable space. We prove that the class of NA distributions has a non-empty interior with respect to the topology of the total variation metric on M. We show, however, that this is not the case in the weak topology (i.e. the topology of convergence in distribution), unless the underlying probability space is finite. We consider both the convexity and the connectedness of these classes of probability measures, and also consider the two classes on their (widely studied) restrictions to the Boolean cube in Rn.
Słowa kluczowe
Czasopismo
Rocznik
Tom
Strony
157--178
Opis fizyczny
Bibliogr. 28 poz.
Twórcy
autor
- Department of Mathematics and Statistics, Boston University Boston, MA 02215, USA
autor
- Department of Mathematics and Statistics, Boston University Boston, MA 02215, USA
Bibliografia
- [1] V. T. N. Anh, H.T. Nguyen, L. V. Thanh, and V. T. H. Van, The Marcinkiewicz–Zygmund-type strong law of large numbers with general normalizing sequences, J. Theoret. Probab. 34 (2021), 331-348.
- [2] I. Bernou and F. Boukhari, Limit theorems for dependent random variables with infinite means, Statist. Probab. Lett. 189 (2022), art. 109563, 9 pp.
- [3] H. W. Block, T. H. Savits, and M. Shaked, Some concepts of negative dependence, Ann. Probab. 10 (1982), 765–772.
- [4] J. Borcea, P. Brändén, and T. Liggett, Negative dependence and the geometry of polynomials, J. Amer. Math. Soc. 22 (2009), 521-567.
- [5] M. V. Boutsikas and M. V. Koutras, A bound for the distribution of the sum of discrete associated or negatively associated random variables, Ann. Appl. Probab. 10 (2000), 1137-1150.
- [6] A. V. Bulinski and A. Shaskin, Limit Theorems for Associated Random Fields and Related Systems, World Sci., Singapore 2007.
- [7] D. Dubhashi and D. Ranjan, Balls and bins: a study in negative dependence, Random Structures Algorithms 13 (1998), 99-124.
- [8] S. Duppala, G. Z. Li, J. Luque, A. Srinivasan, and R. Valieva, Concentration of submodular functions under negative dependence, arXiv:2309.05554 (2023).
- [9] M. L. Eaton, Lectures on Topics in Probability Inequalities, CWI Tracts in Math. 35, Amsterdam, 1982.
- [10] N. Ebrahami and M. Ghosh, Multivariate negative dependence, Comm. Statist. Theory Methods A10 (1981), 307-337.
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- [12] N. Etemadi, On the strong law of large numbers for nonnegative random variables, J. Multivariate Anal. 13 (1983), 187-193.
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- [14] K. Garbe and J. Vondrák, Concentration of Lipschitz functions of negatively dependent variables, arXiv:1804.10084 (2018).
- [15] K. Joag-Dev and F. Proschan, Negative association of random variables, with applications, Ann. Statist. 11 (1983), 286-295.
- [16] K. Jogdeo and G. P. Patil, Probability inequalities for certain multivariate discrete distributions, Sankhya B 37 (1975), 158-164.
- [17] S. Karlin and Y. Rinott, Classes of orderings of measures and related correlation inequalities J. Multivariate Anal. 10 (1980), 499-516.
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- [19] E. L. Lehmann, Some concepts of dependence, Ann. Math. Statist. 37 (1966), 1137-1153.
- [20] P. Matuła, A note on the almost sure convergence of sums of negatively dependent random variables, Statist. Probab. Lett. 15 (1992), 209-213.
- [21] C. M. Newman, Asymptotic independence and limit theorems for positively and negatively dependent random variables, in: Inequalities in Statistics and Probability, Inst. Math. Statist., Hayward, CA, 1984, 127-140.
- [22] P. E. Oliveira, Asymptotics for Associated Random Variables, Springer, Berlin, 2012.
- [23] K. R. Parthasarathy, Probability Measures on Metric Spaces, AMS Chelsea Publ., 2005.
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- [28] K. Wang and X. Wang, Strong convergence properties for partial sums of asymptotically negatively associated random vectors in Hilbert spaces, Comm. Statist. Theory Methods 49 (2020), 5578-5586
Typ dokumentu
Bibliografia
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bwmeta1.element.baztech-f0e3672a-120b-4cf4-973f-537bdaded5f4
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