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Study On FKG Inequality

Posted on:2013-02-18Degree:MasterType:Thesis
Country:ChinaCandidate:S M ZhengFull Text:PDF
GTID:2230330371488430Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
FKG inequality is a correlation inequality for monotone functions which was first constructed by Fortuine,Ginibre and Kasteleyn in1971. In the following years a lot of works were inspired by this result and in2004Barbato first proved FKG inequality in a special Probabilityspace. In this paper we first construct an order in a discrete space and prove FKG inequality there;then generalize some of the propositions in paper[2]; at last we deduce a special inequality in a sublinear expectation space.
Keywords/Search Tags:monotone function, FKG inequality, SDE, sublinear expectation, G-normal distribution
PDF Full Text Request
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