English

The negative association property for the absolute values of random variables equidistributed on a generalized Orlicz ball

Probability 2008-03-05 v1 Functional Analysis

Abstract

Random variables equidistributed on convex bodies have received quite a lot of attention in the last few years. In this paper we prove the negative association property (which generalizes the subindependence of coordinate slabs) for generalized Orlicz balls. This allows us to give a strong concentration property, along with a few moment comparison inequalities. Also, the theory of negatively associated variables is being developed in its own right, which allows us to hope more results will be available. Moreover, a simpler proof of a more general result for pn\ell_p^n balls is given.

Keywords

Cite

@article{arxiv.0803.0434,
  title  = {The negative association property for the absolute values of random variables equidistributed on a generalized Orlicz ball},
  author = {Marcin Pilipczuk and Jakub Onufry Wojtaszczyk},
  journal= {arXiv preprint arXiv:0803.0434},
  year   = {2008}
}

Comments

44 pages (sorry)