Some remarks on associated random fields, random measures and point processes
Abstract
In this paper, we first show that for a countable family of random elements taking values in a partially ordered Polish space (POP), 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 Polish 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. 2017] and [Lyons 2014] which restrict to point processes in Euclidean spaces and locally compact Polish spaces respectively. We also provide some examples of associated random measures which shall illustrate our results as well.
Cite
@article{arxiv.1903.06004,
title = {Some remarks on associated random fields, random measures and point processes},
author = {Guenter Last and Ryszard Szekli and D. Yogeshwaran},
journal= {arXiv preprint arXiv:1903.06004},
year = {2019}
}
Comments
21 pages ; Errors in the proofs of Proposition 3.3 and Theorem 3.6 of the earlier version are now corrected. These are Lemma 3.5 and Theorem 3.6 respectively in the new version