Some covariance inequalities in Wiener space (Q999858): Difference between revisions
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Revision as of 22:07, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some covariance inequalities in Wiener space |
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Some covariance inequalities in Wiener space (English)
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10 February 2009
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Several covariance inequalities are given on an abstract Wiener space; this enables the authors to give sufficient conditions under which two variables are positively correlated. As a first step, a Taylor-type formula is given for the covariance of two smooth enough variables. Then an inequality is obtained for variables which are increasing with respect to cones of the Cameron-Martin space. The last part is devoted to convex and log-concave variables (the convexity is again with respect to the Cameron-Martin space).
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Gaussian
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positively correlated
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FKG
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Logconcave
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\(H\)-convex
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