Sahi's conjecture for three increasing events
Let Ω\OmegaΩ be a product space, let μ\muμ be a product measure on Ω\OmegaΩ, and let A,B,C⊆Ω{\mathcal A},{\mathcal B},{\mathcal C}\subseteq\OmegaA,B,C⊆Ω be increasing events. Sahi's conjecture…