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arXiv · 1408.1028

A simple proof of the Gaussian correlation conjecture extended to multivariate gamma distributions

T. Royen
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Abstract

An extension of the Gaussian correlation conjecture (GCC) is proved for multivariate gamma distributions (in the sense of Krishnamoorthy and Parthasarathy). The classical GCC for Gaussian probability measures is obtained by the special case with one degree of freedom.

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T. Royen. 2014-08-05. A simple proof of the Gaussian correlation conjecture extended to multivariate gamma distributions. https://arxiv.org/abs/1408.1028

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