Positively correlated normal variables are associated

From MaRDI portal
Publication:1162772

DOI10.1214/aop/1176993872zbMath0482.62046OpenAlexW2010413041MaRDI QIDQ1162772

Loren D. Pitt

Publication date: 1982

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993872




Related Items (84)

On the asymptotic normality of the R-estimators of the slope parameters of simple linear regression models with associated errorsA new weak dependence condition and applications to moment inequalitiesTightness of Liouville first passage percolation for \(\gamma \in (0,2)\)Algebraic methods toward higher-order probability inequalities. II.Association of infinitely divisible random vectorsA nonparametric test for the change of the density function under associationTwo-Sample Test Against One-Sided AlternativesAssociation and infinite divisibility for the Wishart distribution and its diagonal marginalsON THE ORDERING OF ASYMPTOTIC PAIRWISE NEGATIVELY DEPENDENT STRUCTURE OF STOCHASTIC PROCESSESRemarks on the strong law of large numbers for a triangular array of associated random variablesGeneralized Lorenz curves and convexifications of stochastic processesThe empirical process of a short-range dependent stationary sequence under Gaussian subordinationTesting for change in mean for associated random variablesA note on undirected random graph models parameterized by the strengths of verticesExistence of phase transition for percolation using the Gaussian free fieldInequalities of correlation type for symmetric stable random vectorsEntropic repulsion for a class of Gaussian interface models in high dimensionsExponential and double exponential tails for maximum of two-dimensional discrete Gaussian free fieldThe construction of the \(d+1\)-dimensional Gaussian dropletThe critical threshold for Bargmann-Fock percolationThe sharp phase transition for level set percolation of smooth planar Gaussian fieldsThe first passage sets of the 2D Gaussian free field: convergence and isomorphismsOn the association and central limit theorem for solutions of the parabolic Anderson modelLiouville first passage percolation: geodesic length exponent is strictly larger than 1 at high temperaturesOne‐two dependence and probability inequalities between one‐ and two‐sided union‐intersection testsFerromagneticity of simplicial fields on two-dimensional compact manifoldsUpper bounds on the one-arm exponent for dependent percolation modelsCentral limit theorems for the excursion set volumes of weakly dependent random fieldsComparison of increasing directionally convex transformations of random vectors with a common copulaTotal positivity in multivariate extremesA sprinkled decoupling inequality for Gaussian processes and applicationsThe almost sure central limit theorems for the maxima of sums under some new weak dependence assumptionsEvolution of a passive particle in a one-dimensional diffusive environmentThe phase transition for planar Gaussian percolation models without FKGLocal polynomial fitting under associationCentral limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's methodSmooth Gaussian fields and percolationAsymptotics for the critical level and a strong invariance principle for high intensity shot noise fieldsA journey from statistics and probability to risk theory. An interview with Ludger RüschendorfProperties of the parabolic Anderson model and the Anderson polymer modelA covariance formula for topological events of smooth Gaussian fieldsExtremes of associated variables.Characterization of positively correlated squared Gaussian processesNegative moments for Gaussian multiplicative chaos on fractal setsEstimation and simulation of conditional hazard function in the quasi-associated framework when the observations are linked via a functional single-index structureBoundedness of level lines for two-dimensional random fieldsA strong invariance principle for associated sequencesNormal approximation for strong demimartingalesPercolation of random nodal linesProcesses with Block-Associated IncrementsAn almost sure central limit theorem for the stochastic heat equationThe almost sure central limit theorems in the joint version for the maxima and sums of certain stationary Gaussian sequencesOn path correlation and PERT biasAspects of Negative Dependence StructuresDependence in Dynamic Claim Frequency Credibility ModelsConvergence to infinitely divisible distributions with finite variance for some weakly dependent sequencesAssociation in time of a vector valued processA note on the Lynden-Bell estimator under associationSome remarks on associated random fields, random measures and point processesAsymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependenceReturn probability and recurrence for the random walk driven by two-dimensional Gaussian free fieldLiouville metric of star-scale invariant fields: tails and Weyl scalingTalagrand's inequality in planar Gaussian field percolationOn a Comparison Result for Markov ProcessesExpected number of nodal components for cut‐off fractional Gaussian fieldsDiffusion equation techniques in stochastic monotonicity and positive correlationsOn association and other forms of positive dependence for Feller processesSome percolations involving the Gaussian free fieldsInterpolation, correlation identities, and inequalities for infinitely divisible variablesBounds on the mean of the maximum of a number of normal random variablesSlepian’s Inequality, Modularity and Integral OrderingsRusso-Seymour-Welsh estimates for the Kostlan ensemble of random polynomialsConcepts of Setwise DependenceConfluence of geodesics in Liouville quantum gravity for \(\gamma \in (0,2)\)A J‐function for Inhomogeneous Spatio‐temporal Point ProcessesM-matrices as covariance matrices of multinormal distributionsQuasi-independence for nodal linesAsymptotic normality of the kernel estimate of a probability density function under associationThe semiclassical limit of Liouville conformal field theoryExistence of an unbounded nodal hypersurface for smooth Gaussian fields in dimension \(d\geq 3\)Locally associated graphical models and mixed convex exponential familiesA concept of negative dependence using stochastic orderingOn the dependence structure of certain multi-dimensional Ito processes and corresponding hitting timesPricing CDOs with state-dependent stochastic recovery rates




This page was built for publication: Positively correlated normal variables are associated