Concentration inequalities for multivariate distributions. I: Multivariate normal distributions (Q1186631)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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