A Gaussian correlation inequality and its applications to small ball probabilities.

Li, Wenbo V.

Displaying similar documents to “A Gaussian correlation inequality and its applications to small ball probabilities.”

Gaussian approximations of multiple integrals.

Peccati, Giovanni (2007)

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The mean of a maximum likelihood estimator associated with the Brownian bridge.

Gao, Fuchang (2003)

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Invariance principle, multifractional gaussian processes and long-range dependence

Serge Cohen, Renaud Marty (2008)

Annales de l'I.H.P. Probabilités et statistiques

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This paper is devoted to establish an invariance principle where the limit process is a multifractional gaussian process with a multifractional function which takes its values in (1/2, 1). Some properties, such as regularity and local self-similarity of this process are studied. Moreover the limit process is compared to the multifractional brownian motion.

Properties of local-nondeterminism of Gaussian and stable random fields and their applications

Yimin Xiao (2006)

Annales de la faculté des sciences de Toulouse Mathématiques

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In this survey, we first review various forms of local nondeterminism and sectorial local nondeterminism of Gaussian and stable random fields. Then we give sufficient conditions for Gaussian random fields with stationary increments to be strongly locally nondeterministic (SLND). Finally, we show some applications of SLND in studying sample path properties of $(N, d)$ -Gaussian random fields. The class of random fields to which the results are applicable includes fractional Brownian motion, the...

A constructive sharp approach to functional quantization of stochastic processes.

Junglen, Stefan, Luschgy, Harald (2010)

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Hypercontractivity and comparison of moments of iterated maxima and minima of independent random variables.

Hitczenko, Paweł, Kwapień, Stanisław, Li, Wenbo V., Schechtman, Gideon, Schlumprecht, Thomas, Zinn, Joel (1998)

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Geometric influences II: Correlation inequalities and noise sensitivity

Nathan Keller, Elchanan Mossel, Arnab Sen (2014)

Annales de l'I.H.P. Probabilités et statistiques

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In a recent paper, we presented a new definition of influences in product spaces of continuous distributions, and showed that analogues of the most fundamental results on discrete influences, such as the KKL theorem, hold for the new definition in Gaussian space. In this paper we prove Gaussian analogues of two of the central applications of influences: Talagrand’s lower bound on the correlation of increasing subsets of the discrete cube, and the Benjamini–Kalai–Schramm (BKS) noise sensitivity...