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On tail triviality of negatively dependent stochastic processes

Alishahi, K ; Sharif University of Technology | 2023

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  1. Type of Document: Article
  2. DOI: 10.1214/23-AOP1626
  3. Publisher: Institute of Mathematical Statistics , 2023
  4. Abstract:
  5. We prove that every negatively associated sequence of Bernoulli random variables with “summable covariances” has a trivial tail σ-field. A corollary of this result is the tail triviality of strongly Rayleigh processes. This is a generalization of a result due to Lyons, which establishes tail triviality for discrete determinantal processes. We also study the tail behavior of negatively associated Gaussian and Gaussian threshold processes. We show that these processes are tail trivial though, in general, they do not satisfy the summable covariances property. Furthermore, we construct negatively associated Gaussian threshold vectors that are not strongly Rayleigh. This identifies a natural family of negatively associated measures that is not a subset of the class of strongly Rayleigh measures. © Institute of Mathematical Statistics, 2023
  6. Keywords:
  7. Gaussian processes ; Gaussian threshold measures ; Kolmogorov’s zero-one law ; Negative association ; Stationary processes ; Strongly Rayleigh processes ; Tail sigma-field ; Tail triviality
  8. Source: Annals of Probability ; Volume 51, Issue 4 , 2023 , Pages 1548-1558 ; 00911798 (ISSN)
  9. URL: https://projecteuclid.org/journals/annals-of-probability/volume-51/issue-4/On-tail-triviality-of-negatively-dependent-stochastic-processes/10.1214/23-AOP1626.short