COVARIANCE INEQUALITIES FOR CONVEX AND LOG-CONCAVE FUNCTIONS
Idioma
en
Document de travail - Pré-publication
Este ítem está publicado en
2023-02-09
Resumen en inglés
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 ...Leer más >
Palabras clave en inglés
60E15
covariance inequality
Hoeffding covariance identity
FKG inequality
totally positive kernel
Gaussian correlation conjecture
Proyecto ANR
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