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A Gaussian Correlation Inequality and its Applications to Small Ball Probabilities


 
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1. Title Title of document A Gaussian Correlation Inequality and its Applications to Small Ball Probabilities
 
2. Creator Author's name, affiliation, country Wenbo V. Li; University of Delaware
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Small ball probabilities, Gaussian correlation inequality
 
3. Subject Subject classification Primary: 60G15; Secondary: 60E15, 60J65.
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 1999-09-29
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1012
 
10. Identifier Digital Object Identifier 10.1214/ECP.v4-1012
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 4
 
12. Language English=en
 
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