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Some covariance inequalities in Wiener space |
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| Authors: | E. Mayer-Wolf,A.S. Ü stü nel |
| Affiliation: | a Department of Mathematics, Technion I.I.T., Haifa, Israel b Telecom ParisTech, Département Infres, F-75013 Paris, France c Department of Electrical Engineering, Technion I.I.T., Haifa, Israel |
| Abstract: | 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. |
| Keywords: | Gaussian Positively correlated FKG Logconcave H-convex |
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