COVARIANCE INEQUALITIES FOR CONVEX AND LOG-CONCAVE FUNCTIONS
Language
en
Document de travail - Pré-publication
This item was published in
2023-02-09
English Abstract
Extending results of Hargé and Hu for the Gaussian measure, we prove inequalities for the covariance Cov_µ(f, g) where µ is a general product probability measure on R d and f, g : R^d → R satisfy some convexity or log-concavity ...Read more >
Extending results of Hargé and Hu for the Gaussian measure, we prove inequalities for the covariance Cov_µ(f, g) where µ is a general product probability measure on R d and f, g : R^d → R satisfy some convexity or log-concavity assumptions, with possibly some symmetries.Read less <
English Keywords
60E15
covariance inequality
Hoeffding covariance identity
FKG inequality
totally positive kernel
Gaussian correlation conjecture
ANR Project
Analyse Réelle et Géométrie - ANR-18-CE40-0012
Analyse Quantitative de Processus Metastables - ANR-19-CE40-0010
Analyse Quantitative de Processus Metastables - ANR-19-CE40-0010
Origin
Hal imported