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Expectation and Dependence
Probably a very simple question, I think I'm looking for a general statement that says 'if one decreases the independence between two processes then the expected value of the maximum of these two...
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This seems to be false.Let $n=6$, $\ p=1/2$,$$A_0 = \left(\begin{matrix}0 & 1 \\0 & 1 \\\end{matrix}\right),\ \A_1 = \left(\begin{matrix}1 & 0 \\0 & 0 \\\end{matrix}\right).$$So the...
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