This article is cited in 2 papers

Stochastic Systems

Multivariate continuous distributions and copulas generating nontransitive tuples of dependent random variables

A. V. Lebedev

Moscow State University, Moscow, Russia

Abstract: This paper continues the author’s research series on the nontransitivity phenomenon of the stochastic precedence relation in probability theory. Based on the Condorcet paradox, examples of trivariate continuous distributions and copulas generating nontransitive tuples of dependent random variables are constructed. Limit theorems for multivariate mixtures are proven.

Keywords: nontransitivity, stochastic precedence, copulas, multivariate mixtures, limit theorems.

Presented by the member of Editorial Board: I. V. Rodionov

Received: 13.11.2023
Revised: 21.06.2024
Accepted: 09.01.2025

DOI: 10.31857/S0005231025040043

 English version: Automation and Remote Control, 2025, 86:4, 330–342