Teheranchi's strong Gaussian correlation conjecture for Gaussian rectangles
Teheranchi's strong Gaussian correlation conjecture for Gaussian rectangles
Let be zero-mean jointly Gaussian real random variables, and let . Teheranchi's strong Gaussian correlation conjecture.
This conjecture strengthens the Gaussian correlation inequality and is equivalent to a conjecture of Teheranchi. The paper proves special cases and shows that an asymptotic version would imply the conjecture in every dimension; the general statement remains open.
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Sources & referencesView supporting material
Primary source
Rotem Assouline, Arnon Chor and Shay Sadovsky, “A refinement of the Šidák-Khatri inequality and a strong Gaussian correlation conjecture”, arXiv:2407.15684 (2024).
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