Representations of the absolute value function and applications in Gaussian estimates (Q482784): Difference between revisions
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The author studies (inequalities involving) expectations of two types of Gaussian functions with absolute values: {\parindent=6mm \begin{itemize}\item[1)] the unsigned quadratic form \(|\langle X,AX\rangle + \langle b,X\rangle +c|\), where \(X\) is a centered Gaussian vector and \(A,b,c\) are deterministic; \item[2)] the product of a finite number of \(|X_j|^{(-a_j)}\), where the \(X_j's\) are correlated and \(0<a<1\). \end{itemize}} | |||
Property / review text: The author studies (inequalities involving) expectations of two types of Gaussian functions with absolute values: {\parindent=6mm \begin{itemize}\item[1)] the unsigned quadratic form \(|\langle X,AX\rangle + \langle b,X\rangle +c|\), where \(X\) is a centered Gaussian vector and \(A,b,c\) are deterministic; \item[2)] the product of a finite number of \(|X_j|^{(-a_j)}\), where the \(X_j's\) are correlated and \(0<a<1\). \end{itemize}} / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Giovanni Puccetti / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60E15 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62H12 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6383591 / rank | |||
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Property / zbMATH Keywords | |||
Gaussian estimates | |||
Property / zbMATH Keywords: Gaussian estimates / rank | |||
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integral representations | |||
Property / zbMATH Keywords: integral representations / rank | |||
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quadratic form | |||
Property / zbMATH Keywords: quadratic form / rank | |||
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negative moments | |||
Property / zbMATH Keywords: negative moments / rank | |||
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Revision as of 19:44, 30 June 2023
scientific article
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English | Representations of the absolute value function and applications in Gaussian estimates |
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Statements
Representations of the absolute value function and applications in Gaussian estimates (English)
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6 January 2015
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The author studies (inequalities involving) expectations of two types of Gaussian functions with absolute values: {\parindent=6mm \begin{itemize}\item[1)] the unsigned quadratic form \(|\langle X,AX\rangle + \langle b,X\rangle +c|\), where \(X\) is a centered Gaussian vector and \(A,b,c\) are deterministic; \item[2)] the product of a finite number of \(|X_j|^{(-a_j)}\), where the \(X_j's\) are correlated and \(0<a<1\). \end{itemize}}
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Gaussian estimates
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integral representations
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quadratic form
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negative moments
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