Elliptically contoured measures on infinite-dimensional Banach spaces
John Crawford (1977)
Studia Mathematica
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John Crawford (1977)
Studia Mathematica
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T. Byczkowski (1981)
Studia Mathematica
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Werner Linde (1988)
Mathematische Zeitschrift
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K. Urbanik (1977)
Studia Mathematica
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Dale E. Varberg (1966)
Mathematica Scandinavica
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Lewis, Thomas M., Pritchard, Geoffrey (1999)
Electronic Communications in Probability [electronic only]
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K. Urbanik (1960)
Studia Mathematica
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Maciej Lewandowski (1989)
Mathematische Zeitschrift
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S. Mitrović (1984)
Matematički Vesnik
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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...
M. Talagrand (1993)
Geometric and functional analysis
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Emmanuel Boissard, Thibaut Le Gouic (2014)
Annales de l'I.H.P. Probabilités et statistiques
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In this work, we provide non-asymptotic bounds for the average speed of convergence of the empirical measure in the law of large numbers, in Wasserstein distance. We also consider occupation measures of ergodic Markov chains. One motivation is the approximation of a probability measure by finitely supported measures (the quantization problem). It is found that rates for empirical or occupation measures match or are close to previously known optimal quantization rates in several cases....