Conditionally independent random variables

نویسندگان

  • Konstantin Makarychev
  • Yury Makarychev
چکیده

In this paper we investigate the notion of conditional independence and prove several information inequalities for conditionally independent random variables. Keywords— Conditionally independent random variables, common information, rate region.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Conditional independence, conditional mixing and conditional association

Some properties of conditionally independent random variables are studied. Conditional versions of generalized Borel-Cantelli lemma, generalized Kolmogorov’s inequality and generalized Hájek-Rényi inequality are proved. As applications, a conditional version of the strong law of large numbers for conditionally independent random variables and a conditional version of the Kolmogorov’s strong law...

متن کامل

Dependence and Conditional Independence in Economic Models ∗

De Finetti’s Theorem asserts that a sequence of exchangeable variables are conditionally independent, that is, dependence under exchangeability is nothing but conditionally independence. However, de Finetti’s theorem is valid only with a infinite number of random variables, which makes this result unsuitable for application in many economic models. In this paper, we prove that dependence is con...

متن کامل

Stochastic Comparisons of Random Vectors with Conditionally Independent Components

In this paper we consider the following model. We consider n nonnegative random variables T1, T2, . . . , Tn such that they are conditionally independent given some random vector Θ, where Θ takes values on some set χ ⊆ R. If Fi(·|θ) denotes the marginal distribution of Ti(θ) ≡ (Ti|Θ = θ), and G(θ) denotes the joint distribution function of Θ, then the joint distribution of (T1, T2, . . . , Tn) ...

متن کامل

On Sums of Conditionally Independent Subexponential Random Variables

The asymptotic tail-behaviour of sums of independent subexponential random variables is well understood, one of the main characteristics being the principle of the single big jump. We study the case of dependent subexponential random variables, for both deterministic and random sums, using a fresh approach, by considering conditional independence structures on the random variables. We seek suff...

متن کامل

On the generation of the chordless four-cycle

So-called full line concentration graphs represent a set of random variables by the vertices of an undirected graph. That is, some, but in general not all, pairs of vertices are joined by edges and a missing edge between, say, vertices i and j implies that the corresponding random variables are conditionally independent given all remaining variables. If the joint distribution is multivariate Ga...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • CoRR

دوره abs/cs/0510029  شماره 

صفحات  -

تاریخ انتشار 2004