 Box Cauchy-Schwarz inequality

For four real-valued functions on a finite Cartesian product, let $\Lambda (f_{00},f_{01},f_{10},f_{11})={\mathbb{E}}_{x_0,x_1,y_0,y_1}{\prod }_{i,j=0}^1{f}_{ij}(x_i,y_j)$. Repeated Cauchy-Schwarz inequalities giveFirst separate the two $y$ averages and apply Cauchy-Schwarz inequality in $(x_0,x_1)$. Each resulting squared factor is ${\mathbb{E}}_{y,y^{\prime }}({\mathbb{E}}_{x}f(x,y)f(x,y^{\prime }))({\mathbb{E}}_{x}g(x,y)g(x,y^{\prime }))$, bounded by $\Vert f{\Vert }_{\square }^2\Vert g{\Vert }_{\square }^2$ by another Cauchy-Schwarz inequality. Expanding the four factors of $f+g$ and applying this inequality to each of the sixteen terms gives the triangle inequality for the box norm.