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arxiv: 0711.4127 · v2 · pith:WO7RHEDCnew · submitted 2007-11-27 · 🧮 math.CA · math.PR

An inequality for correlated measurable functions

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keywords functionsfamiliesinequalitymeasurableapplyarisingcharacterizeclass
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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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