Timeline for Covariance inequality with Lipschitz functions
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 31, 2020 at 15:58 | comment | added | DCM | Just for me (and others reading this), would you mind making your hypotheses concerning $X$, $Y$, $f$ and $g$ a little clearer? Is your hypothesis that $X$ and $Y$ are such that there is a $p>2$ such that $f(X), g(Y)\in L^p$ and (1) holds for all Lipschitz $f$ and $g$, or something else? | |
| Aug 31, 2020 at 12:13 | comment | added | Robert W. | That's because (1) need not hold for $cX$ and $cY$. | |
| Aug 31, 2020 at 11:13 | comment | added | DCM | Re. I don't see where my logic fails, why do you think it does? | |
| Aug 31, 2020 at 10:38 | comment | added | Robert W. | The hypothesis in (1) implies (2) and (4), and (2) supposedly implies (3). I don't see where my logic fails. | |
| Aug 31, 2020 at 9:52 | history | answered | DCM | CC BY-SA 4.0 |