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 Electronic Communications in Probability > Vol. 4 (1999) > Paper 10 open journal systems 


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.


Full text: PDF

Pages: 77--85

Published on: October 1, 1999
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Electronic Communications in Probability. ISSN: 1083-589X