A simple proof of the Gaussian correlation conjecture extended to multivariate gamma distributions
T. Royen
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.
Linked by 2 identifiable commenters in 2 comments across 1 thread, from Mar 2017 to Mar 2017. Found in 1 HN submission from Apr 2017 to Apr 2017. Open submission discussions.
A simple proof of the Gaussian correlation conjecture extended to multivariate gamma distributions by Thomas Royen: https://arxiv.org/pdf/1408.1028.pdf
A simple proof of the Gaussian correlation conjecture extended to multivariate gamma distributions by Thomas Royen: https://arxiv.org/pdf/1408.1028.pdf
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Abstract link: https://arxiv.org/abs/1408.1028
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