| Título: | Correlation Measures |
| Autores: |
Lewis, Thomas M.; Furman University Pritchard, Geoffrey; University of Auckland |
| Fecha: | 1999-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Mathematics correlation measures, Gaussian correlation inequality 60E15 |
| Descripción: | We study a class of Borel probability measures, called correlation measures. Our results are of two types: first, we give explicit constructions of non-trivial correlation measures; second, we examine some of the properties of the set of correlation measures. In particular, we show that this set of measures has a convexity property. Our work is related to the so-called Gaussian correlation conjecture. |
| Idioma: | Inglés |
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