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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 |
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