Concentration inequalities for multivariate distributions. I: Multivariate normal distributions (Q1186631): Difference between revisions

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Latest revision as of 09:57, 30 July 2024

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Concentration inequalities for multivariate distributions. I: Multivariate normal distributions
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    Concentration inequalities for multivariate distributions. I: Multivariate normal distributions (English)
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    28 June 1992
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    convolution inequalities
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    p-variate normal distribution
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    positive definite covariance matrix
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    multivariate concentration inequalities
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    convex sets
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    symmetry condition
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    invariance
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    group of orthogonal transformations
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    non-convex sets
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    counterexamples
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    efficiency comparisons
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    covariance matrices
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    probabilities of multivariate regions
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