Correlation Measures
نویسندگان
چکیده
منابع مشابه
Correlation Measures
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 conj...
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 1999
ISSN: 1083-589X
DOI: 10.1214/ecp.v4-1008