{"title":"基于树相关的泊松和二项随机向量的超模排序","authors":"Bünyamin Kızıldemir, Nicolas Privault","doi":"10.19195/0208-4147.38.2.7","DOIUrl":null,"url":null,"abstract":"We construct a dependence structure for binomial, Poisson and Gaussian random vectors, based on partially ordered binary trees and sums of independent random variables. Using this construction, we characterize the supermodular ordering of such random vectors via the componentwise ordering of their covariance matrices. For this, we apply Möbius inversion techniques on partially ordered trees, which allow us to connect the Lévy measures of Poisson random vectors on the discrete d-dimensional hypercube to their covariance matrices.","PeriodicalId":48996,"journal":{"name":"Probability and Mathematical Statistics-Poland","volume":" ","pages":""},"PeriodicalIF":0.4000,"publicationDate":"2018-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Supermodular ordering of Poisson and binomial random vectors by tree-based correlations\",\"authors\":\"Bünyamin Kızıldemir, Nicolas Privault\",\"doi\":\"10.19195/0208-4147.38.2.7\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We construct a dependence structure for binomial, Poisson and Gaussian random vectors, based on partially ordered binary trees and sums of independent random variables. Using this construction, we characterize the supermodular ordering of such random vectors via the componentwise ordering of their covariance matrices. For this, we apply Möbius inversion techniques on partially ordered trees, which allow us to connect the Lévy measures of Poisson random vectors on the discrete d-dimensional hypercube to their covariance matrices.\",\"PeriodicalId\":48996,\"journal\":{\"name\":\"Probability and Mathematical Statistics-Poland\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.4000,\"publicationDate\":\"2018-12-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Probability and Mathematical Statistics-Poland\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.19195/0208-4147.38.2.7\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probability and Mathematical Statistics-Poland","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.19195/0208-4147.38.2.7","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Supermodular ordering of Poisson and binomial random vectors by tree-based correlations
We construct a dependence structure for binomial, Poisson and Gaussian random vectors, based on partially ordered binary trees and sums of independent random variables. Using this construction, we characterize the supermodular ordering of such random vectors via the componentwise ordering of their covariance matrices. For this, we apply Möbius inversion techniques on partially ordered trees, which allow us to connect the Lévy measures of Poisson random vectors on the discrete d-dimensional hypercube to their covariance matrices.
期刊介绍:
PROBABILITY AND MATHEMATICAL STATISTICS is published by the Kazimierz Urbanik Center for Probability and Mathematical Statistics, and is sponsored jointly by the Faculty of Mathematics and Computer Science of University of Wrocław and the Faculty of Pure and Applied Mathematics of Wrocław University of Science and Technology. The purpose of the journal is to publish original contributions to the theory of probability and mathematical statistics.