文章基本信息

标题：A Gaussian Correlation Inequality and its Applications to Small Ball Probabilities
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作者：Li, Wenbo V.
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：1999
卷号：4
页码：111-118
DOI：10.1214/ECP.v4-1012
出版社：Electronic Communications in Probability
摘要：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.
关键词：Small ball probabilities, Gaussian correlation inequality;Primary: 60G15; Secondary: 60E15, 60J65.