Dynamic approach to a stochastic domination: The FKG and Brascamp-Lieb inequalities

Tadahisa Funaki*, Kou Toukairin

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

3 Citations (Scopus)

Abstract

A coupling based on a pair of stochastic differential equations is introduced to show a stochastic domination for a system with continuous spins, from which the FKG and Brascamp-Lieb like inequalities follow.

Original languageEnglish
Pages (from-to)1915-1922
Number of pages8
JournalProceedings of the American Mathematical Society
Volume135
Issue number6
DOIs
Publication statusPublished - 2007 Jun
Externally publishedYes

Keywords

  • Brascamp-Lieb inequality
  • Coupling
  • FKG inequality
  • Stochastic domination

ASJC Scopus subject areas

  • Mathematics(all)
  • Applied Mathematics

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