






















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.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。