Inequalities of correlation type for symmetric stable random vectors (Q1916233): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: math/9503212 / rank | |||
Normal rank | |||
Revision as of 22:43, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inequalities of correlation type for symmetric stable random vectors |
scientific article |
Statements
Inequalities of correlation type for symmetric stable random vectors (English)
0 references
1 September 1996
0 references
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.
0 references
stable random variables
0 references
Gaussian measures
0 references
