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Proceedings of the American Mathematical Society

ISSN 1088-6826(online) ISSN 0002-9939(print)

 

 

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


Authors: Tadahisa Funaki and Kou Toukairin
Journal: Proc. Amer. Math. Soc. 135 (2007), 1915-1922
MSC (2000): Primary 82B31; Secondary 82B20, 60K35
DOI: https://doi.org/10.1090/S0002-9939-07-08757-6
Published electronically: February 6, 2007
MathSciNet review: 2286104
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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.


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Additional Information

Tadahisa Funaki
Affiliation: Graduate School of Mathematical Sciences, The University of Tokyo, Komaba, Tokyo 153-8914, Japan
Email: funaki@ms.u-tokyo.ac.jp

Kou Toukairin
Affiliation: Graduate School of Mathematical Sciences, The University of Tokyo, Komaba, Tokyo 153-8914, Japan
Address at time of publication: Lehman Brothers Japan Inc., Roppongi Hills, Tokyo
Email: kou.toukairin@lehman.com

DOI: https://doi.org/10.1090/S0002-9939-07-08757-6
Keywords: Stochastic domination, FKG inequality, Brascamp-Lieb inequality, Coupling
Received by editor(s): April 10, 2006
Published electronically: February 6, 2007
Additional Notes: The first author was supported in part by JSPS Grants (B)14340029 and 17654020
Communicated by: Edward C. Waymire
Article copyright: © Copyright 2007 American Mathematical Society
The copyright for this article reverts to public domain 28 years after publication.