paper

Decorrelation as an avatar of convexity

arXiv:1507.00782

Abstract

If is a Polish space then we show that the product measure on is guaranteed to minimize -energy amongst exchangeable measures with fixed marginals if and only if the interaction kernel defines a convex energy functional on probability measures. A reformulation of this condition close to the theory of positive definite functions is highlighted.

8 pages. Comments are welcome!

Decorrelation as an avatar of convexity · wovepaper