• Corpus ID: 88520179

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

@article{Royen2014ASP,
title={A simple proof of the Gaussian correlation conjecture extended to multivariate gamma distributions},
author={Thomas Royen},
journal={arXiv: Probability},
year={2014}
}
• T. Royen
• Published 5 August 2014
• Mathematics
• arXiv: Probability
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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This work was supported in part by the National Science Foundation Grant No. 17172 at Stanford University, Grants No. 11021, 9593, and 21074 at the University of Minnesota and Grant No. 25911 at the