[Bobkov and Houdre (1997] proved that if [xi], [eta] and [zeta] are independent standard exponential random variables, then for any two absolutely continuous functions f and g such that Ef([xi])2[infinity] and Eg([xi])2[infinity], the equality Cov(f([xi]),g([xi]))=Ef'([xi]+[eta])g'([xi]+[zeta])...