Royen’s Proof of the Gaussian Correlation Inequality
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Publication:5278300
DOI10.1007/978-3-319-45282-1_17zbMath1366.60058arXiv1512.08776OpenAlexW2280590524MaRDI QIDQ5278300
Publication date: 13 July 2017
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1512.08776
Inequalities; stochastic orderings (60E15) Geometric probability and stochastic geometry (60D05) Probability distributions: general theory (60E05)
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Cites Work
- A Gaussian correlation inequality for certain bodies in \(R^ n\).
- A Gaussian correlation inequality for symmetric convex sets
- On the Gaussian measure of the intersection
- A particular case of correlation inequality for the Gaussian measure
- A simple proof of the Gaussian correlation conjecture extended to multivariate gamma distributions
- On Certain Inequalities for Normal Distributions and their Applications to Simultaneous Confidence Bounds
- Rectangular Confidence Regions for the Means of Multivariate Normal Distributions
