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Some remarks on associated random fields, random measures and point processes.

Authors :
Last, Günter
Szekli, Ryszard
Yogeshwaran, Dhandapani
Source :
ALEA. Latin American Journal of Probability & Mathematical Statistics. 2020, Vol. 17, p355-374. 20p.
Publication Year :
2020

Abstract

In this paper, we first show that for a countable family of random elements taking values in a partially ordered Polish space with a closed partial order (POP space), association (both positive and negative) of all finite dimensional marginals implies that of the infinite sequence. Our proof proceeds via Strassen's theorem for stochastic domination and thus avoids the assumption of normally ordered on the product space as needed for positive association in Lindqvist (1988). We use these results to show on POP spaces that finite dimensional negative association implies negative association of the random measure and negative association is preserved under weak convergence of random measures. The former provides a simpler proof in the most general setting of Polish spaces complementing the recent proofs in Poinas et al. (2019) and Lyons (2014) which restrict to point processes in ℝd and locally compact Polish spaces respectively. We also provide some examples of associated random measures which shall illustrate our results as well. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
19800436
Volume :
17
Database :
Academic Search Index
Journal :
ALEA. Latin American Journal of Probability & Mathematical Statistics
Publication Type :
Academic Journal
Accession number :
146332972
Full Text :
https://doi.org/10.30757/ALEA.v17-14