Inequalities of correlation type for symmetric stable random vectors (Q1916233): Difference between revisions

From the authors abstract: We point out a certain class of functions \(f\) and \(g\) for which random variables \(f(X_1, \dots, X_m)\) and \(g(X_{m + 1}, \dots, X_k)\) are nonnegatively correlated for any symmetric jointly stable random variables \(X_i\). We also show another result that is related to the correlation problem for Gaussian measures of convex sets.