A correlation inequality for random points in a hypercube with some implications

MaRDI QIDQ6409446zbMATH OpenFDO

Authors Royi Jacobovic, Or Zuk

Publication date 1 September 2022

Has companion code repository https://github.com/orzuk/pareto

Mathematics Subject Classification ID

Computational methods for problems pertaining to ordered structures (06-08) Combinatorics of partially ordered sets (06A07) Multiobjective variational problems, Pareto optimality, applications to economics, etc. (58E17) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20)

Abstract: Let $prec$ be the product order on $mathbb{R}^k$ and assume that $X_1,X_2,ldots,X_n$ ($ngeq3$) are i.i.d. random vectors distributed uniformly in the unit hypercube $[0,1{]}^k$. Let $S$ be the (random) set of vectors in $mathbb{R}^k$ that $prec$-dominate all vectors in $X_3,\mathrm{..},X_n$, and let $W$ be the set of vectors that are not $prec$-dominated by any vector in $X_3,\mathrm{..},X_n$. The main result of this work is the correlation inequality �egin{equation*} P(X_2in W|X_1in W)leq P(X_2in W|X_1in S),. end{equation*} For every $1leqileqn$ let $E_{i,n}$ be the event that $X_i$ is not $prec$-dominated by any of the other vectors in $X_1,ldots,X_n$. The main inequality yields an elementary proof for the result that the events $E_{1,n}$ and $E_{2,n}$ are asymptotically independent as $noinfty$. Furthermore, we derive a related combinatorial formula for the variance of the sum $su{m}_{i=1}^{n}extbf{1}_{E_{i,n}}$, i.e. the number of maxima under the product order $prec$, and show that certain linear functionals of partial sums of $extbf{1}_{E_{i,n}};1leqileqn$ are asymptotically normal as $noinfty$.

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