A Triangle Inequality for Covariances of Binary FKG Random Variables

Citation
Berg, J. Van Den et A. Gandolfi,, A Triangle Inequality for Covariances of Binary FKG Random Variables, Annals of applied probability , 5(1), 1995, pp. 322-326
ISSN journal
10505164
Volume
5
Issue
1
Year of publication
1995
Pages
322 - 326
Database
ACNP
SICI code
Abstract
For binary random variables .1,.2,.,.n that satisfy the well-known FKG condition, we show that the variances and covariances satisfy Var(.j)Cov(.i,.k).Cov(.i,.j)Cov(.j,.k),1.i,j,k.n. This generalizes and improves a result by Graham for ferromagnetic Ising models with nonnegative external fields.