COVARIANCE INEQUALITIES FOR CONVEX AND LOG-CONCAVE FUNCTIONS
Overview & Synopsis
Extending results of Hargé and Hu for the Gaussian measure, we prove inequalities for the covariance Cov_µ(f, g) where µ is a general product probability measure on R d and f, g : R^d → R satisfy some convexity or log-concavity assumptions, with possibly some symmetries.
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hal.science)
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Document Information
| Document Title | COVARIANCE INEQUALITIES FOR CONVEX AND LOG-CONCAVE FUNCTIONS |
|---|---|
| Author / Organization | Michel Bonnefont, Erwan Hillion, Adrien Saumard |
| Subject & Discipline | Multidisciplinary Academic Open Research |
| Categories | Science & Mathematics |
| Publication Year | 2023 |
| License / Rights | Open Access / Creative Commons |
| Resource Verification | Listed PDF (Verification Pending) |
| Original Host Website |
HAL Open Science
(hal.science)
|
| File Format | application/pdf (Portable Document Format) |
| Language | EN |
| Catalog ID | DOC-236849 |
| Original Source Link | Visit Source Page on hal.science » |