Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 37 5 a Solution Created 2026-10-03 Updated 2026-10-14
Order coordinatewise. The statement meansfor every real-valued order-preserving function ; equivalently, for every increasing event . This is stochastic domination of probability measures. For strictly positive laws, the Holley condition is the sufficient conditionHere join and meet are coordinatewise maximum and minimum. The Holley inequality states that this condition implies the stated stochastic domination.
For a single positive law, the FKG lattice condition isWe prove that it gives positive association of random variables, namely for all increasing . Fix such a , and for form the strictly positive tilted lawThe lattice condition and implyThus the Holley condition applies to , and . Equality holds at , so the right derivative there is nonnegative. Differentiating the finite sums givesHencewhich proves the requested positive association of random variables. Neither nor needs to be nonnegative; the finite space makes all differentiations justified. This is the exponential-tilt proof of positive association.