English

Extremal negative dependence and the strongly Rayleigh property

Probability 2025-05-08 v2

Abstract

We provide a geometrical characterization of extremal negative dependence as a convex polytope in the simplex of multidimensional Bernoulli distributions, and we prove that it is an antichain that satisfies some minimality conditions with respect to the strongest negative dependence orders. We study the strongly Rayleigh property within this class and explicitly find a distribution that satisfies this property by maximizing the entropy. Furthermore, we construct a chain for the supermodular order starting from extremal negative dependence to independence by mixing the maximum entropy strongly Rayleigh distribution with independence.

Keywords

Cite

@article{arxiv.2504.17679,
  title  = {Extremal negative dependence and the strongly Rayleigh property},
  author = {Hélène Cossette and Etienne Marceau and Alessandro Mutti and Patrizia Semeraro},
  journal= {arXiv preprint arXiv:2504.17679},
  year   = {2025}
}

Comments

29 pages, 1 figure