I read that: Thinking that all individuals pursue "selfish" interest is equivalent to assuming that all random variables have zero covariance. -- Nero
What does that mean, and what does it have to do with random variables and covariance?
There is an explanation: I read it as saying that people have many interests in common, so pursuing "selfish" interests can also be altruistic to some extent.
Assuming those are the meanings, I don't see what that has to do with random variables and covariance.
My guess: Given an index I, we list all random variables conceivable: ${X_i}_{i \in I}$.
It is clear that $Cov(X_j, X_k) \ \forall j, k \in I$, if well-defined, may or may not be zero.
Is covariance among two random variables an analogy for common interest among two people?