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