Correlation Measures

نویسندگان

  • Thomas M. LEWIS
  • Geoffrey PRITCHARD
چکیده

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 conjecture.

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تاریخ انتشار 1999