2021
DOI: 10.48550/arxiv.2105.04917
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Extremal independence in discrete random systems

Abstract: Let n ∈ N and X(n) = (X 1 (n), . . . , X d(n) (n)) be a sequence of random vectors. We prove that, under certain dependence conditions, the cdf of the maximum of X i (n) asymptotically equals to the cdf of the maximum of a random vector with the same but independent marginal distributions. To prove our result on extremal independence, we obtain new lower and upper bounds on the probability that none of a given finite set of events occurs. Using our result, we show that, under certain conditions, including Berm… Show more

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Cited by 4 publications
(5 citation statements)
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References 35 publications
(67 reference statements)
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“…The dependency graph model we consider requires variables in disjoint non-adjacent subgraphs to be independent. There are some newly introduced dependency graph models such as weighted dependency graphs [Dousse andFéray, 2019, Féray et al, 2018], and the combination of mixing coefficients and dependency graphs [Lampert et al, 2018, Isaev et al, 2021. It would be interesting to use the new dependency graph to obtain generalization bounds for learning under different dependent settings.…”
Section: Discussionmentioning
confidence: 99%
“…The dependency graph model we consider requires variables in disjoint non-adjacent subgraphs to be independent. There are some newly introduced dependency graph models such as weighted dependency graphs [Dousse andFéray, 2019, Féray et al, 2018], and the combination of mixing coefficients and dependency graphs [Lampert et al, 2018, Isaev et al, 2021. It would be interesting to use the new dependency graph to obtain generalization bounds for learning under different dependent settings.…”
Section: Discussionmentioning
confidence: 99%
“…However, in that case, all graph-dependent indicators are dependent, and the only valid dependency graph for them is the complete graph. In this case, we may need to modify the method by incorporating the notion of weak dependence, see, for example, [6].…”
Section: Discussionmentioning
confidence: 99%
“…The latter means, in fact ,the fulfillment of the max-stable property for the maximal component of X. As applications, distributions of various extremal characteristics of binomial random hypergraphs, such as a maximum codegree and a maximum number of cliques sharing a given vertex, are obtained in [11].…”
Section: Testing Of Dependence On Graphsmentioning
confidence: 99%
“…Among the recent applications, we find graphical models that are used to model extremal dependence or causality between events [8,9], including a bond percolation; see [10] among others. The distributions of various extremal characteristics of random discrete structures, such as the maximum number of common neighbors of a set of vertices in the graph, the maximum codegree, and the maximum number of cliques sharing a given vertex in binomial random hypergraphs, are derived in [11,12].…”
Section: Introductionmentioning
confidence: 99%