Tail properties of correlation measures (Q1411355)
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scientific article; zbMATH DE number 1997353
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail properties of correlation measures |
scientific article; zbMATH DE number 1997353 |
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Tail properties of correlation measures (English)
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27 October 2003
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The authors study the tail properties of a class of Borel probability measures, called correlation measures. They show that (1) there exist correlation measures with exponentially decaying tail probabilities, and (2) roughly speaking, no correlation measure may have smaller tail probabilities than a Gaussian measure.
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Tail properties
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Borel probability measures
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Gaussian measure
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