Séminaire de Probabilités

Covariance inequalities for convex and log-concave functions

by Michel Bonnefont

Amphi Schwartz

Amphi Schwartz


Extending (partially) results of Hargé and Hu for the Gaussian measure, we prove inequalities for the covariance  with respect to a general product probability measure on R^d of two functions which satisfy  some convexity or  log-concavity assumption and possibly some symmetry assumptions. 

Joint work with Erwan Hillion and Adrien Saumard.