An inequality for correlated measurable functions

Details An inequality for correlated measurable functions An inequality for correlated measurable functions

2007-11-27

arxiv.org/abs/0711.4127v2

J. Ineq. Pure and Appl. Math. 9 n.1 (2008), Art. 3

Mathematics

Classical Analysis and ODEs

8 pages, corrected some misprints and simplified some proofs

Scientific paper

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.

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