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Correlation Measures

   
@article{ECP1008,
	author = {Thomas Lewis and Geoffrey Pritchard},
	title = {Correlation Measures},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {4},
	year = {1999},
	keywords = {correlation measures, Gaussian correlation inequality},
	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.},
	pages = {no. 10, 77--85},
	issn = {1083-589X},
	doi = {10.1214/ECP.v4-1008},    
        url = {http://ecp.ejpecp.org/article/view/1008}}