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A Simpler Proof of the Negative Association Property for Absolute Values of Measures Tied to Generalized Orlicz Balls

Jakub Onufry Wojtaszczyk (2009)

Bulletin of the Polish Academy of Sciences. Mathematics

Negative association for a family of random variables ( X i ) means that for any coordinatewise increasing functions f,g we have ( X i , . . . , X i k ) g ( X j , . . . , X j l ) f ( X i , . . . , X i k ) g ( X j , . . . , X j l ) for any disjoint sets of indices (iₘ), (jₙ). It is a way to indicate the negative correlation in a family of random variables. It was first introduced in 1980s in statistics by Alem Saxena and Joag-Dev Proschan, and brought to convex geometry in 2005 by Wojtaszczyk Pilipczuk to prove the Central Limit Theorem for Orlicz balls. The paper gives a relatively simple proof of...

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