An application of Brascamp-Lieb's inequality
Fuente:
arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2018
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| _version_ | 1866914860063784960 |
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| author | Weber, Michel |
| author_facet | Weber, Michel |
| contents | We use Brascamp-Lieb's inequality to obtain new decoupling inequalities for general Gaussian vectors, and for stationary cyclic Gaussian processes. In the second case, we use a version by Bump and Diaconis of the strong Szego limit theorem. This extends results of Klein, Landau and Shucker. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1810_04402 |
| institution | arXiv |
| publishDate | 2018 |
| record_format | arxiv |
| spellingShingle | An application of Brascamp-Lieb's inequality Weber, Michel Probability We use Brascamp-Lieb's inequality to obtain new decoupling inequalities for general Gaussian vectors, and for stationary cyclic Gaussian processes. In the second case, we use a version by Bump and Diaconis of the strong Szego limit theorem. This extends results of Klein, Landau and Shucker. |
| title | An application of Brascamp-Lieb's inequality |
| topic | Probability |
| url | https://arxiv.org/abs/1810.04402 |