A note on the Gaussian correlation conjecture

MaRDI QIDQ3054974zbMATH OpenFDO

Authors

Publication date 5 November 2010

zbMATH Keywords

Brownian motionGaussian correlation inequality

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Inequalities; stochastic orderings (60E15) Gaussian processes (60G15) Brownian motion (60J65)

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Cited in

(8)

• Une inégalité de décorrélation pour la mesure gaussienne
• Gaussian correlation inequality [after Thomas Royen]
• A simple proof of the Gaussian correlation conjecture extended to some multivariate gamma distributions
• Royen’s Proof of the Gaussian Correlation Inequality
• A Note on an Observation of G. Schechtman
• Some Observations on the Correlation Determinant
• A note on Gaussian correlation inequalities for nonsymmetric sets
• Notes on certain (0,2) correlation functions

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