@article{ECP1012,
author = {Wenbo Li},
title = {A Gaussian Correlation Inequality and its Applications to Small Ball Probabilities},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {4},
year = {1999},
keywords = {Small ball probabilities, Gaussian correlation inequality},
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.},
pages = {no. 14, 111-118},
issn = {1083-589X},
doi = {10.1214/ECP.v4-1012},
url = {http://ecp.ejpecp.org/article/view/1012}}