On Tail Triviality of Negatively Dependent Stochastic Processes

Kasra Alishahi; Milad Barzegar; Mohammadsadegh Zamani

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arXiv · 2203.03935

On Tail Triviality of Negatively Dependent Stochastic Processes

Kasra Alishahi·Milad Barzegar·Mohammadsadegh Zamani

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Abstract

We prove that every negatively associated sequence of Bernoulli random variables with "summable covariances" has a trivial tail sigma-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 they do not in general 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.

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Kasra Alishahi, Milad Barzegar, Mohammadsadegh Zamani. 2022-03-08. On Tail Triviality of Negatively Dependent Stochastic Processes. https://arxiv.org/abs/2203.03935

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