Some covariance inequalities in Wiener space (Q999858)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Some covariance inequalities in Wiener space |
scientific article |
Statements
Some covariance inequalities in Wiener space (English)
0 references
10 February 2009
0 references
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).
0 references
Gaussian
0 references
positively correlated
0 references
FKG
0 references
Logconcave
0 references
\(H\)-convex
0 references
0 references
0 references
0 references
0 references