Inequalities of correlation type for symmetric stable random vectors

DOI10.1016/0167-7152(95)00096-8zbMath0855.60016arXivmath/9503212OpenAlexW2026307158MaRDI QIDQ1916233

Stephen J. Montgomery-Smith, Alexander L. Koldobsky

Publication date: 1 September 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/9503212

zbMATH Keywords

Gaussian measuresstable random variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items

On infinite covariance expansions ⋮ Gaussian mixtures: entropy and geometric inequalities ⋮ Interpolation, correlation identities, and inequalities for infinitely divisible variables ⋮ A nonsymmetric correlation inequality for Gaussian measure ⋮ A Gaussian correlation inequality and its applications to the existence of small ball constant.

Cites Work

• Association of stable random variables
• Positively correlated normal variables are associated
• A Gaussian correlation inequality for symmetric convex sets
• Association of normal random variables and Slepian's inequality
• Unnamed Item
• Unnamed Item