Cours/Séminaire
Notice
Lieu de réalisation
Paris
Langue :
Anglais
Crédits
François Baccelli (Publication), Milad Barzegar Touchani (Intervention)
Détenteur des droits
Inria
Conditions d'utilisation
Droit commun de la propriété intellectuelle
Citer cette ressource :
Milad Barzegar Touchani. Inria. (2022, 28 novembre). On the dependence structure of negatively dependent measures , in DYOGENE/ERC NEMO 2022 : Seminar series. [Vidéo]. Canal-U. https://www.canal-u.tv/147584. (Consultée le 16 juin 2024)

On the dependence structure of negatively dependent measures

Réalisation : 28 novembre 2022 - Mise en ligne : 28 novembre 2022
  • document 1 document 2 document 3
  • niveau 1 niveau 2 niveau 3
Descriptif

A major breakthrough in the theory of negatively dependent – i.e., repulsive – probability measures was the introduction of “strongly Rayleigh measures” by Borcea, Brändén and Liggett in 2009. These measures constitute a very well-behaved and rich class of probability measures, so much so that they are considered the “main” class of negatively dependent measures. An interesting feature of negatively dependent measures is their complex dependence structure. This is essentially due to intrinsic constraints in their dependence structure. In this talk, I will present two strong manifestations of this phenomenon in the class of strongly Rayleigh measures: (i) tail triviality, which is equivalent to asymptotic independence of distant parts of the stochastic process, and (ii) paving property, which, roughly speaking, says that it is possible to partition a set of strongly Rayleigh random variables into a small number of subsets such that the random variables in each subset are “almost independent”. This talk is based on joint works with Kasra Alishahi and Mohammadsadegh Zamani.

Intervention

Dans la même collection

Sur le même thème