The cyclic minimum correlation problem

Abstract

For variables (x,y,z) in [0, 1]³, three functionsA(y,z),B(z,x),C(x,y), with values in [0, 1], are to be chosen to minimize the integral, over (x,y,z) in the unit cube, ofAB+BC+CA, subject to prescribed values for the integral of each function. It is shown that a minimum can be achieved by dividing each of thex,y,z intervals into three or fewer subintervals and taking each ofA,B,C as indicator function of the union of some of the nine (or fewer) rectangles into which this divides its domain. Several specializations and generalizations of this problem are given consideration. It can be considered as a decision problem with distributed information.