An inequality for correlated measurable functions
Classical Analysis and ODEs
2011-01-25 v2 Probability
Abstract
A classical inequality, which is known for families of monotone functions, is generalized to a larger class of families of measurable functions. Moreover we characterize all the families of functions for which the equality holds. We apply this result to a problem arising from probability theory.
Cite
@article{arxiv.0711.4127,
title = {An inequality for correlated measurable functions},
author = {Fabio Zucca},
journal= {arXiv preprint arXiv:0711.4127},
year = {2011}
}
Comments
8 pages, corrected some misprints and simplified some proofs