The negative association property for the absolute values of random variables equidistributed on a generalized Orlicz ball

Details The negative association property for the absolute values of random variables equidistributed on a generalized Orlicz ball The negative association property for the absolute values of random variables equidistributed on a generalized Orlicz ball

2008-03-04

arxiv.org/abs/0803.0434v1

Mathematics

Probability

44 pages (sorry)

Scientific paper

Random variables equidistributed on convex bodies have received quite a lot of attention in the last few years. In this paper we prove the negative association property (which generalizes the subindependence of coordinate slabs) for generalized Orlicz balls. This allows us to give a strong concentration property, along with a few moment comparison inequalities. Also, the theory of negatively associated variables is being developed in its own right, which allows us to hope more results will be available. Moreover, a simpler proof of a more general result for $\ell_p^n$ balls is given.

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