COVARIANCE INEQUALITIES FOR CONVEX AND LOG-CONCAVE FUNCTIONS
Résumé
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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