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Generalized covariance inequalities

✍ Scribed by Przemysław Matuła; Maciej Ziemba

Book ID
111488683
Publisher
SP Versita
Year
2011
Tongue
English
Weight
299 KB
Volume
9
Category
Article
ISSN
1895-1074

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📜 SIMILAR VOLUMES

Generalized Covariance
Generalized Covariance
✍ JOSEPH, D. W. 📂 Article 📅 1965 🏛 The American Physical Society 🌐 English ⚖ 310 KB
Extended covariance identities and inequ
Extended covariance identities and inequalities
✍ Nicolas Privault 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 116 KB

We state an abstract version of covariance identities and inequalities for normal martingales, which uses any gradient operator that satisÿes a Clark formula. This extends and makes more precise some results of Houdrà e and Pà erez-Abreu (Ann. Probab. 23 (1995)), with simpliÿed proofs.

Covariance Inequalities Induced by Biort
Covariance Inequalities Induced by Biorthogonal Operators
✍ Eduardo Mayer-Wolf 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 1003 KB

The logarithmic derivative of a weakly second order probability measure + on a general vector space X is an example of an operator from X into L 2 (+) which preserves the pairing of X and X$ under the inner product of L 2 (+). This biorthogonality property is exploited to obtain, by means of compari