Inequalities of correlation type for symmetric stable random vectors (Q1916233)

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Inequalities of correlation type for symmetric stable random vectors
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    Inequalities of correlation type for symmetric stable random vectors (English)
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    1 September 1996
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    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.
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    stable random variables
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    Gaussian measures
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