Related papers: Extremal negative dependence and the strongly Rayl…
We introduce the class of {\em strongly Rayleigh} probability measures by means of geometric properties of their generating polynomials that amount to the stability of the latter. This class covers important models such as determinantal…
The key result of this paper is to characterize all the multivariate symmetric Bernoulli distributions whose sum is minimal under convex order. In doing so, we automatically characterize extremal negative dependence among Bernoulli random…
We introduce the concept of an extremely negatively dependent (END) sequence of random variables with a given common marginal distribution. The END structure, as a new benchmark for negative dependence, is comparable to comonotonicity and…
Let $\mathbf{X}(n) \in \mathbb{R}^d$ be a sequence of random vectors, where $n\in\mathbb{N}$ and $d = d(n)$. Under certain weakly dependence conditions, we prove that the distribution of the maximal component of $\mathbf{X}$ and the…
We investigate the Conway--Maxwell multivariate Bernoulli distributions, a family of multivariate Bernoulli distributions derived from the Conway--Maxwell-binomial distribution. We show that it is possible to set the parametrization such…
We consider closure properties in the class of positively decreasing distributions. Our results stem from different types of dependence, but each type belongs in the family of asymptotically independent dependence structure. Namely we…
We introduce a new dependence order, termed the conditional convex order, whose minimal and maximal elements characterize independence and perfect dependence. Moreover, it characterizes conditional independence, satisfies information…
In many applications involving binary variables, only pairwise dependence measures, such as correlations, are available. However, for multi-way tables involving more than two variables, these quantities do not uniquely determine the joint…
We systematically study pairwise counter-monotonicity, an extremal notion of negative dependence. A stochastic representation and an invariance property are established for this dependence structure. We show that pairwise…
This paper fully characterizes the geometrical structure of the class of distributions of three-dimensional Bernoulli random variables with equal means, $p$. We find all the geometrical generators in closed form as functions of $p$. This…
There is an increasing interest to understand the dependence structure of a random vector not only in the center of its distribution but also in the tails. Extreme-value theory tackles the problem of modelling the joint tail of a…
We propose and axiomatize preferences on a product state space in light of uncertainty regarding the dependency of different payoff-relevant factors. Dependence structures allow to decompose probabilities and allow to pin down behavior…
We explore the class of exchangeable Bernoulli distributions building on their geometrical structure. Exchangeable Bernoulli probability mass functions are points in a convex polytope and we have found analytical expressions for their…
We give necessary and sufficient conditions for two sub-vectors of a random vector with a multivariate extreme value distribution, corresponding to the limit distribution of the maximum of a multidimensional stationary sequence with…
In this paper, we first investigate an abstract subdifferential for which (using Ekeland's variational principle) we can prove an analog of the Br{\o}ndsted-Rockafellar property. We introduce the "$r_L$-density" of a subset of the product…
The Bernoulli sieve is a random allocation scheme obtained by placing independent points with the uniform [0,1] law into the intervals made up by successive positions of a multiplicative random walk with factors taking values in the…
We characterize the extreme points of the set of incentive-compatible mechanisms for screening problems with linear utility. Our framework subsumes problems with and without transfers, such as monopoly pricing, principal-optimal bilateral…
We construct a special type of antichain (i. e., a family of subsets of a set, such that no subset is contained in another) using group-theoretical considerations, and obtain an upper bound on the cardinality of such an antichain. We apply…
We construct a sequence of subset partition graphs satisfying the dimension reduction, adjacency, strong adjacency, and endpoint count properties whose diameter has a superlinear asymptotic lower bound. These abstractions of polytope graphs…
We construct a weakly compact convex subset of $\ell^2$ with nonempty interior that has an isolated maximal element, with respect to the lattice order $\ell _+^2$. Moreover, the maximal point cannot be supported by any strictly positive…