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

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 نشر من قبل Thomas Royen
 تاريخ النشر 2014
  مجال البحث
والبحث باللغة English
 تأليف T. Royen




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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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