Please use this identifier to cite or link to this item: https://doi.org/10.1016/S0304-4149(03)00084-X
Title: A Gaussian correlation inequality and its applications to the existence of small ball constant
Authors: Shao, Q.-M. 
Keywords: Fraction Brownian motion
Gaussian correlation conjecture
Small ball problem
Issue Date: 1-Oct-2003
Citation: Shao, Q.-M. (2003-10-01). A Gaussian correlation inequality and its applications to the existence of small ball constant. Stochastic Processes and their Applications 107 (2) : 269-287. ScholarBank@NUS Repository. https://doi.org/10.1016/S0304-4149(03)00084-X
Abstract: Let X1,...,Xn be jointly Gaussian random variables with mean zero. It is shown that ∀x>0 and ∀1≤k
Source Title: Stochastic Processes and their Applications
URI: http://scholarbank.nus.edu.sg/handle/10635/102649
ISSN: 03044149
DOI: 10.1016/S0304-4149(03)00084-X
Appears in Collections:Staff Publications

Show full item record
Files in This Item:
There are no files associated with this item.

SCOPUSTM   
Citations

5
checked on Oct 18, 2018

WEB OF SCIENCETM
Citations

4
checked on Oct 10, 2018

Page view(s)

38
checked on Oct 5, 2018

Google ScholarTM

Check

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.