COVARIANCE INEQUALITIES FOR CONVEX AND LOG-CONCAVE FUNCTIONS
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
dc.contributor.author | BONNEFONT, Michel | |
dc.contributor.author | HILLION, Erwan | |
dc.contributor.author | SAUMARD, Adrien | |
dc.date.accessioned | 2024-04-04T02:35:44Z | |
dc.date.available | 2024-04-04T02:35:44Z | |
dc.date.issued | 2023-02-09 | |
dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/190667 | |
dc.description.abstractEn | 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. | |
dc.description.sponsorship | Analyse Réelle et Géométrie - ANR-18-CE40-0012 | |
dc.description.sponsorship | Analyse Quantitative de Processus Metastables - ANR-19-CE40-0010 | |
dc.language.iso | en | |
dc.subject.en | 60E15 | |
dc.subject.en | covariance inequality | |
dc.subject.en | Hoeffding covariance identity | |
dc.subject.en | FKG inequality | |
dc.subject.en | totally positive kernel | |
dc.subject.en | Gaussian correlation conjecture | |
dc.title.en | COVARIANCE INEQUALITIES FOR CONVEX AND LOG-CONCAVE FUNCTIONS | |
dc.type | Document de travail - Pré-publication | |
dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
dc.identifier.arxiv | 2302.05208 | |
bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
bordeaux.institution | Université de Bordeaux | |
bordeaux.institution | Bordeaux INP | |
bordeaux.institution | CNRS | |
hal.identifier | hal-03979978 | |
hal.version | 1 | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-03979978v1 | |
bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.date=2023-02-09&rft.au=BONNEFONT,%20Michel&HILLION,%20Erwan&SAUMARD,%20Adrien&rft.genre=preprint |
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