A vectorial Slepian type inequality. Applications

Author:

Khaoulani B.

Abstract

We prove a new inequality for Gaussian processes; this inequality implies the Chevet’s inequality and Gordon’s inequalities. Some remarks on Gaussian proofs of Dvoretzky’s theorem are given.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Reference9 articles.

1. An inequality for the multivariate normal distribution;Chen, Louis H. Y.;J. Multivariate Anal.,1982

2. S. Chevet, Séries de variables aléatoires Gaussiennes à valeurs dans 𝐸̂⊗_{𝜖}𝐹. Application aux produits d’espaces de Wiener, Séminaire Maurey-Schwartz, exposé XiX 77/78.

3. X. M. Fernique, Régularité des trajectoires des fonctions aléatoires Gaussiennes, Lecture Notes in Math., vol. 480, Springer-Verlag, New York, 1974.

4. Some inequalities for Gaussian processes and applications;Gordon, Yehoram;Israel J. Math.,1985

5. Elliptically contoured distributions;Gordon, Yehoram;Probab. Theory Related Fields,1987

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Comparison and Deviation from a Representation Formula;Stochastic Processes and Related Topics;1998

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