Sahi's generalized FKG conjecture for multilinear functionals

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Let LL be a distributive lattice equipped with a probability measure mumu satisfying

μ(ab)μ(ab)μ(a)μ(b)\mu(a\vee b)\mu(a\wedge b)\geq\mu(a)\mu(b)

for all a,bLa,b\in L; such an LL is an FKG poset. Let f1,,fnf_1,\ldots,f_n be positive monotone decreasing functions on LL, and let En(f1,,fn)E_n(f_1,\ldots,f_n) denote Sahi's multilinear functionals extending expectation and correlation. Sahi's generalized FKG conjecture. For every n1n\geq 1,

En(f1,,fn)0.E_n(f_1,\ldots,f_n)\geq 0.

This conjecture extends the FKG inequality from two functions to arbitrarily many positive monotone functions and is intended to provide a useful generalized correlation inequality in probability, combinatorics, statistics, and physics. Its resolution is not given in the source.

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Primary source

Elliott H Lieb and Siddhartha Sahi, “On the extension of the FKG inequality to n functions”, arXiv:2107.09838 (2022).

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