The FKG Inequality and Some Monotonicity Properties of Partial Orders

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Applied Mathematics
Statistics and Probability
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Shepp, Larry A
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Let (a1 , . . . , am, b1, . . . , bn) be a random permutation of 1, 2, . . ., m + n. Let P be a partial order on the a’s and b’s involving only inequalities of the form ai < aj or bi < bj, and let P' be an extension of P to include inequalities of the form ai < bj; i.e, P' = P ∪ P'', where P'' involves only inequalities of the form ai < bj. We prove the natural conjecture of R. L. Graham, A. C. Yao, and F. F. Yao [SIAM J. Alg. Discr. Meth. 1 (1980), pp. 251–258] that in particular () Pr (a1 < b1|P') ≥ Pr (a1 < b1|P). We give a simple example to show that the more general inequality () where P is allowed to contain inequalities of the form ai < bj is false. This is surprising because as Graham, Yao, and Yao proved, the general inequality (*) does hold if P totally orders both the a’s and the b’s separately. We give a new proof of the latter result. Our proofs are based on the FKG inequality.

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1980
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SIAM Journal on Algebraic Discrete Methods
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