Correlation Measures
Thomas M. Lewis, Furman University
Geoffrey Pritchard, University of Auckland
Abstract
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.
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