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A Gaussian Correlation Inequality and its Applications to Small Ball Probabilities
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Wenbo V. Li, University of Delaware
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Abstract
We present a Gaussian correlation inequality which is closely related to
a result of Schechtman, Schlumprecht and Zinn (1998) on
the well-known Gaussian correlation conjecture.
The usefulness of the inequality is demonstrated by
several important applications to the estimates of small ball probability.
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Full text: PDF
Pages: 111-118
Published on: September 29, 1999
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Electronic Communications in Probability. ISSN: 1083-589X |
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Context