Timeline for Expectation of the product of almost independent Gaussians
Current License: CC BY-SA 2.5
2 events
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| Oct 28, 2009 at 2:09 | comment | added | fedja | It should be "for SOME $C>0$", not for any! You never get arbitrarily small values of $C$ unless your random variable is a constant (the problem is not with large $t_ i$ but with small ones, of course). I'm not sure if it is enough to have $Y_ i$ just weakly correlated unless they are all Gaussians (when weak correlations mean almost independence) but OK, if you prove that this stronger conjecture, I'll be even more happy. Also, you made all the powers the same. It is quite likely that it doesn't really matter for the proof but be aware that the original question was more general. | |
| Oct 27, 2009 at 22:38 | history | answered | Tom LaGatta | CC BY-SA 2.5 |