A triangle inequality for covariances of binary FKG random variables

DOI10.1214/AOAP/1177004843MaRDI QIDQ1894634zbMATH OpenOpenAlexFDO

Authors Alberto Gandolfi, Jacob van den Berg

Publication date 10 August 1995

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoap/1177004843

zbMATH Keywords

correlation inequalitiescorrelation lengthFKG inequalityIsing model

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Review text

For binary random variables \(\sigma_1, \dots, \sigma_n\) whose joint distribution is denoted by \(\mu\), the FKG condition reads \(\mu(\alpha \vee \beta) \mu(\alpha \wedge \beta) \geq \mu(\alpha)\mu(\beta)\) where the \(i\)-th coordinate of the configuration \((\alpha \vee \beta)\) is the minimum of the \(i\)-th coordinates of \(\alpha\) and \(\beta\) and similarly the \(i\)-th coordinate of the configuration \((\alpha \wedge \beta)\) is the maximum of the \(i\)-th coordinates of \(\alpha\) and \(\beta\). The authors show that for random variables satisfying the FKG condition the following inequality holds \[ \text{Var}(\sigma_j) \text{Cov}(\sigma_i, \sigma_k) \geq \text{Cov}(\sigma_i, \sigma_j) \text{Cov}(\sigma_j,\sigma_k). \]

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