Title

Some remarks on associated random fields, random measures and point processes

Article Type

Research Article

Publication Title

Alea (Rio de Janeiro)

Abstract

In this paper, we first show that for a countable family of random elements taking values in a partially ordered Polish space with a closed partial order (POP space), association (both positive and negative) of all finite dimensional marginals implies that of the infinite sequence. Our proof proceeds via Strassen's theorem for stochastic domination and thus avoids the assumption of normally ordered on the product space as needed for positive association in Lindqvist (1988). We use these results to show on POP spaces that finite dimensional negative association implies negative association of the random measure and negative association is preserved under weak convergence of random measures. The former provides a simpler proof in the most general setting of Polish spaces complementing the recent proofs in Poinas et al. (2019) and Lyons (2014) which restrict to point processes in Rd and locally compact Polish spaces respectively. We also provide some examples of associated random measures which shall illustrate our results as well.

First Page

355

Last Page

374

DOI

10.30757/ALEA.V17-14

Publication Date

1-1-2020

Comments

Open Access, Bronze, Green

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