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Special functions, orthogonal polynomials, harmonic analysis, ordinary differential equations (ODE's), differential relations, calculus of variations, approximations, expansions, asymptotics.
2
votes
Checking $f(x_1,y_1)f(x_2,y_2)-f(x_1,y_2)f(x_2,y_1) \ge 0$
To follow up @igor answer, the equation can be written as:
$$ \dfrac{\partial^2 \ln f}{\partial x \partial y} \geq 0.
$$
Moreover, the inequality is not only necessary, bu sufficient, since:
$$
\ln \ …
4
votes
Wasserstein distance in R^d from one dimensional marginals
PS: I posted an answer in 2015. In late 2019, @Neyman identified a problem with my original post.
Here is a non-constructive answer to the question.
I don't know of any reference where you can f …