Some covariance inequalities in Wiener space

被引：0
|
作者：
Mayer-Wolf, E. [1 ]
Ustunel, A. S. [2 ]
Zakai, M. [3 ]
机构：
[1] Technion IIT, Dept Math, Haifa, Israel
[2] Telecom ParisTech, Dept Infres, F-75013 Paris, France
[3] Technion IIT, Dept Elect Engn, Haifa, Israel
来源：
JOURNAL OF FUNCTIONAL ANALYSIS | 2008年 / 255卷 / 09期
关键词：
Gaussian; Positively correlated; FKG; Logconcave; H-convex;
D O I：
10.1016/j.jfa.2008.06.023
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this work we give an account of some covariance inequalities in abstract Wiener space. An FKG inequality is obtained with positivity and monotonicity being defined in terms of a given cone in the underlying Cameron-Martin space. The last part is dedicated to convex and log-concave functionals, including a proof of the Gaussian conjecture for a particular class of log-concave Wiener functionals. (C) 2008 Elsevier Inc. All rights reserved.
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页码：2563 / 2578
页数：16
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