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1999 A Gaussian Correlation Inequality and its Applications to Small Ball Probabilities
Wenbo Li
Author Affiliations +
Electron. Commun. Probab. 4: 111-118 (1999). DOI: 10.1214/ECP.v4-1012

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.

Citation

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Wenbo Li. "A Gaussian Correlation Inequality and its Applications to Small Ball Probabilities." Electron. Commun. Probab. 4 111 - 118, 1999. https://doi.org/10.1214/ECP.v4-1012

Information

Accepted: 29 September 1999; Published: 1999
First available in Project Euclid: 2 March 2016

zbMATH: 0937.60026
MathSciNet: MR1741737
Digital Object Identifier: 10.1214/ECP.v4-1012

Subjects:
Primary: 60G15
Secondary: 60E15, 60J65

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