Majorization of Gaussian processes and geometric applications (Q1187108)

From MaRDI portal
Revision as of 23:39, 4 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Majorization of Gaussian processes and geometric applications
scientific article

    Statements

    Majorization of Gaussian processes and geometric applications (English)
    0 references
    28 June 1992
    0 references
    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.
    0 references
    majorization
    0 references
    Gaussian processes
    0 references
    Slepian's lemma
    0 references
    0 references

    Identifiers