Séminaire de Probabilités

# Covariance inequalities for convex and log-concave functions

## by Michel Bonnefont

Europe/Paris
Amphi Schwartz

#### Amphi Schwartz

Description

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.