Note on the multidimensional Gebelein inequality

@article{MarekBeśka2013,
abstract = {We generalize the Gebelein inequality for Gaussian random vectors in $ℝ^d$.},
author = {Marek Beśka, Agnieszka Wałachowska},
journal = {Applicationes Mathematicae},
keywords = {Gebelein inequality; Ornstein-Uhlenbeck operator; Hermite polynomials},
language = {eng},
number = {1},
pages = {91-97},
title = {Note on the multidimensional Gebelein inequality},
url = {http://eudml.org/doc/280070},
volume = {40},
year = {2013},
}

TY - JOUR
AU - Marek Beśka
AU - Agnieszka Wałachowska
TI - Note on the multidimensional Gebelein inequality
JO - Applicationes Mathematicae
PY - 2013
VL - 40
IS - 1
SP - 91
EP - 97
AB - We generalize the Gebelein inequality for Gaussian random vectors in $ℝ^d$.
LA - eng
KW - Gebelein inequality; Ornstein-Uhlenbeck operator; Hermite polynomials
UR - http://eudml.org/doc/280070
ER -