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1999 Correlation Measures
Thomas Lewis, Geoffrey Pritchard
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Electron. Commun. Probab. 4: 77-85 (1999). DOI: 10.1214/ECP.v4-1008

Abstract

We study a class of Borel probability measures, called correlation measures. Our results are of two types: first, we give explicit constructions of non-trivial correlation measures; second, we examine some of the properties of the set of correlation measures. In particular, we show that this set of measures has a convexity property. Our work is related to the so-called Gaussian correlation conjecture.

Citation

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Thomas Lewis. Geoffrey Pritchard. "Correlation Measures." Electron. Commun. Probab. 4 77 - 85, 1999. https://doi.org/10.1214/ECP.v4-1008

Information

Accepted: 1 October 1999; Published: 1999
First available in Project Euclid: 2 March 2016

zbMATH: 0936.60013
MathSciNet: MR1716783
Digital Object Identifier: 10.1214/ECP.v4-1008

Subjects:
Primary: 60E15

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