Majorization of Gaussian processes and geometric applications (Q1187108): Difference between revisions
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Latest revision as of 17:25, 15 May 2024
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English | Majorization of Gaussian processes and geometric applications |
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Majorization of Gaussian processes and geometric applications (English)
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28 June 1992
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Let \((x^*_ i)^ n_{i=1}\) denote the decreasing rearrangement of a sequence of real numbers \((x_ i)^ n_{i=1}\). Then for every \(i\neq j\), and every \(1\leq k\leq n\), the second order partial distributional derivatives satisfy the inequality \({\partial^ 2 \over \partial x_ i\partial x_ j}\left(\sum_{\ell=1}^ k x^*_ \ell\right)\leq 0\). As a consequence we generalize the theorem due to Fernique and Sudakov. A generalization of Slepian's lemma is also a consequence of another differential inequality. We also derive a new proof and generalizations to volume estimates of intersecting spheres and balls in \(\mathbb{R}^ n\) proved by Gromov.
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majorization
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Gaussian processes
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Slepian's lemma
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