Algebraic methods toward higher-order probability inequalities. II. (Q1879835): Difference between revisions

[For part I see \textit{K. I. Gross} and the author, in: Stochastic processes and related topics, 185--206 (1988; Zbl 1040.60501).] Let \((L, \preceq)\) be a finite distributive lattice, and suppose that the functions \(f_1,f_2:L\to\mathbb{R}\) are monotone increasing with respect to the partial order \(\preceq\). Given \(\mu\) a probability measure on \(L\), denote by \(\mathbb{E}(f_i)\) the average of \(f_i\) over \(L\) with respect to \(\mu\), \(i=1, 2\). Then the FKG inequality provides a condition on the measure \(\mu\) under which the covariance, \(\text{Cov}(f_1,f_2): =\mathbb{E} (f_1f_2)-\mathbb{E} (f_1)\mathbb{E}(f_2)\), is nonnegative. We derive a ``third-order'' generalization of the FKG inequality: Let \(f_1,f_2\) and \(f_3\) be nonnegative, monotone increasing functions on \(L\); and let \(\mu\) be a probability measure satisfying the same hypotheses as in the classical FKG inequality; then \[ 2 \mathbb{E}(f_1f_2f_3)-\bigl[\mathbb{E}(f_1f_2) \mathbb{E}(f_3)+ \mathbb{E}(f_1f_3) \mathbb{E}(f_2)+ \mathbb{E}(f_1) \mathbb{E}(f_2f_3)\bigr]+ \mathbb{E}(f_1) \mathbb{E}(f_2)\mathbb{E}(f_3) \] is nonnegative. This result reduces to the FKG inequality for the case in which \(f_3\equiv 1\). We also establish fourth- and fifth-order generalizations of the FKG inequality and formulate a conjecture for a general \(m\)th-order generalization. For functions and measures on \(\mathbb{R}^n\) we establish these inequalities by extending the method of diffusion processes. We provide several applications of the third-order inequality, generalizing earlier applications of the FKG inequality. Finally, we remark on some connections between the theory of total positivity and the existence of inequalities of FKG-type within the context of Riemannian manifolds.