Majorization and Gaussian correlation

Richard A. Vitale

Statistics & Probability Letters, 1999, vol. 45, issue 3, 247-251

Abstract: Using Schur majorization, we show Gaussian correlation inequalities for two classes of sets: Schur cylinders and barycentrically ordered sets. As a corollary, we deduce positive correlation for pairs of centered convex sets that share the symmetries of a regular simplex.

Date: 1999
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