Browsing University of Missouri-Columbia by Title "Inequalities of correlation type for symmetric stable random vectors"

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  • Inequalities of correlation type for symmetric stable random vectors 

    Montgomery-Smith, Stephen, 1963-; Koldobsky, Alexander, 1955- (2011)
    We point out a certain class of functions f and g for which random variables f(X1,...,Xm) and g(Xm+1,...,Xk) are non-negatively correlated for any symmetric jointly stable random variables Xi. We also show another result ...