4 papers · 1 filter
Geometrical representation and dependence structure of three-dimensional Bernoulli distributions
Roberto Fontana, Patrizia Semeraro
This paper fully characterizes the geometrical structure of the class of distributions of three-dimensional Bernoulli random variables with equal means, . We find all the geomet…
Additive subordination of multiparameter Markov processes
Giuseppe D'Onofrio, Alessandro Mutti, Patrizia Semeraro
In this work, we consider, in a general setting, multiparameter multidimensional Markov processes that are time-changed by an independent additive subordinator. By extending Philli…
Extremal negative dependence and the strongly Rayleigh property
Hélène Cossette, Etienne Marceau, Alessandro Mutti +1
We provide a geometrical characterization of extremal negative dependence as a convex polytope in the simplex of multidimensional Bernoulli distributions, and we prove that it is a…
The Bernoulli structure of discrete distributions
Roberto Fontana, Patrizia Semeraro
Any discrete distribution with support on can be constructed as the distribution of sums of Bernoulli variables. We prove that the class of -dimensional Bernou…