Publications Meetings The Profession Membership Programs Math Samplings Policy & Advocacy In the News About the AMS
|
   
Available in electronic format
Available in print format
Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826(e) ISSN 0002-9939(p)

     

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

Author(s): Tadahisa Funaki; Kou Toukairin
Journal: Proc. Amer. Math. Soc. 135 (2007), 1915-1922.
MSC (2000): Primary 82B31; Secondary 82B20, 60K35
Posted: February 6, 2007
MathSciNet review: 2286104
Retrieve article in: PDF

Abstract | References | Similar articles | Additional information

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.


References:

1.
L. AMBROSIO, G. BUTTAZZO, L.A. CAFFARELLI, C. VILLANI AND Y. BRENIER, Optimal transportation and applications, Martina Franca, Italy 2001, edited by L.A. Caffarelli and S. Salsa, Lecture Notes in Math., 1813 (2003). MR 2006302 (2004m:49007)

2.
D. BAKRY AND D. MICHEL, Sur les inégalités FKG, Séminaire de Probabilités, XXVI, pp. 170-188, Lecture Notes in Math., 1526 (1992). MR 1231994 (94k:60025)

3.
H.J. BRASCAMP AND E.H. LIEB, On extensions of the Brunn-Minkowski and Prékopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation, J. Funct. Anal., 22 (1976), pp. 366-389. MR 0450480 (56:8774)

4.
L.A. CAFFARELLI, Monotonicity properties of optimal transportation and the FKG and related inequalities, Commun. Math. Phys., 214 (2000), pp. 547-563; Erratum, Commun. Math. Phys., 225 (2002), pp. 449-450. MR 1800860 (2002c:60029) MR 1889232 (2003b:60031)

5.
G. DA PRATO AND J. ZABCZYK, Ergodicity for infinite dimensional systems, London Math. Soc. Lect. Note Series, 229, Cambridge Univ. Press, 1996. MR 1417491 (97k:60165)

6.
C.M. FORTUIN, P.W. KASTELEYN, J. GINIBRE, Correlation inequalities on some partially ordered sets, Commun. Math. Phys., 22 (1971), pp. 90-103. MR 0309498 (46:8607)

7.
G. GIACOMIN, On stochastic domination in the Brascamp-Lieb framework, Math. Proc. Cambridge Philos. Soc., 134 (2003), pp. 507-514. MR 1981215 (2004d:60045)

8.
Y. HARIYA, private communication, 2005, Oct.

9.
R. HOLLEY, Remarks on the FKG inequalities, Commun. Math. Phys., 36 (1974), pp. 227-231. MR 0341552 (49:6300)

10.
K. ICHIHARA AND H. KUNITA, A classification of the second order degenerate elliptic operators and its probabilistic characterization, Z. Wahr. verw. Geb., 30 (1974), pp. 235-254; Supplements and corrections, Z. Wahr. verw. Geb., 39 (1977), pp. 81-84. MR 0381007 (52:1904) MR 0488328 (58:7877)

11.
N. IKEDA AND S. WATANABE, Stochastic differential equations and diffusion processes, 2nd edition, North-Holland, Amsterdam (Kodansha Ltd., Tokyo), 1989. MR 1011252 (90m:60069)

12.
T.M. LIGGETT, Interacting Particle Systems, Springer, 1985. MR 0776231 (86e:60089)

13.
C.J. PRESTON, A generalization of the FKG inequalities, Commun. Math. Phys., 36 (1974), pp. 233-241. MR 0341553 (49:6301)

14.
D.W. STROOCK, Probability theory, an analytic view, Cambridge Univ. Press, 1993. MR 1267569 (95f:60003)


Similar Articles:

Retrieve articles in Proceedings of the American Mathematical Society with MSC (2000): 82B31, 82B20, 60K35

Retrieve articles in all Journals with MSC (2000): 82B31, 82B20, 60K35


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: 10.1090/S0002-9939-07-08757-6
PII: S 0002-9939(07)08757-6
Keywords: Stochastic domination, FKG inequality, Brascamp-Lieb inequality, Coupling
Received by editor(s): April 10, 2006
Posted: February 6, 2007
Additional Notes: The first author was supported in part by JSPS Grants (B)14340029 and 17654020
Communicated by: Edward C. Waymire
Copyright of article: Copyright 2007, American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.




AMS and Social Media LinkedIn Facebook Podcasts Twitter YouTube RSS Feeds Blogs Wikipedia