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
Source: 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
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