Hi everyone,

Just a quick Q:

In one of my question I see a statement that:

Let Z_1, Z_2... be indpt. non-negative random variables have mean 1.

E[\prod_{i=1}^{\infty} {Z_i} ] \leq \prod_{i=1}^{\infty} E[Z_i]\leq1

Does anyone know what is this inequality called? so that I can find a proof for it

Thanks.