Mathematics – Probability
Scientific paper
2009-09-23
Bulletin of the Polish Academy of Sciences, Vol. 57, No. 1, 2009, pp. 41--56
Mathematics
Probability
16 pages
Scientific paper
Negative association for a family of random variables $(X_i)$ means that for any coordinate--wise increasing functions $f,g$ we have $$\E f(X_{i_1},...,X_{i_k}) g(X_{j_1},...,X_{j_l}) \leq \E f(X_{i_1},...,X_{i_k}) \E g(X_{j_1},...,X_{j_l})$$ for any disjoint sets of indices $(i_m)$, $(j_n)$. It is a way to indicate the negative correlation in a family of random variables. It was first introduced in 1980s in statistics, and brought to convex geometry in 2005 to prove the Central Limit Theorem for Orlicz balls. The paper gives a relatively simple proof of negative association of absolute values for a wide class of measures tied to generalized Orlicz balls, including the uniform measures on generalized Orlicz balls.
No associations
LandOfFree
A simpler proof of the negative association property for absolute values of measures tied to generalized Orlicz balls does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with A simpler proof of the negative association property for absolute values of measures tied to generalized Orlicz balls, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A simpler proof of the negative association property for absolute values of measures tied to generalized Orlicz balls will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-181424