In this note we investigate correlation inequalities for `up-sets of permutations, in the spirit of the Harris--Kleitman inequality. We focus on two well-studied partial orders on $S_n$, giving rise to differing notions of up-sets. Our first result shows that, under the strong Bruhat order on $S_n$, up-sets are positively correlated (in the Harris--Kleitman sense). Thus, for example, for a (uniformly) random permutation $pi$, the event that no point is displaced by more than a fixed distance $d$ and the event that $pi$ is the product of at most $k$ adjacent transpositions are positively correlated. In contrast, under the weak Bruhat order we show that this completely fails: surprisingly, there are two up-sets each of measure $1/2$ whose intersection has arbitrarily small measure. We also prove analogous correlation results for a class of non-uniform measures, which includes the Mallows measures. Some applications and open problems are discussed.
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