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Closure properties and negatively associated measures violating the Van Den Berg-Kesten inequality
Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
2010 (English)In: Electronic Communications in Probability, ISSN 1083-589X, Vol. 15, 449-456 p.Article in journal (Refereed) Published
Abstract [en]

We first give an example of a negatively associated measure which does not satisfy the van den Berg-Kesten inequality. Next we show that the class of measures satisfying the van den Berg-Kesten inequality is not closed under either of conditioning, introduction of external fields or convex combinations. Finally we show that this class also includes measure which have rank sequence which is not logconcave.

Place, publisher, year, edition, pages
Institute of Mathematical Statistics , 2010. Vol. 15, 449-456 p.
Keyword [en]
negative correlation, correlation inequalities, closure properties, dependence, conjecture
URN: urn:nbn:se:umu:diva-41320ISI: 000282650600001OAI: diva2:405615
660NP Times Cited:0 Cited References Count:8 Paper 41.Available from: 2011-03-23 Created: 2011-03-23 Last updated: 2011-03-24Bibliographically approved

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Markström, Klas
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