The Wills functional and Gaussian processes

DOI10.1214/aop/1041903224zbMath0879.60036MaRDI QIDQ674527

Richard A. Vitale

Publication date: 22 January 1998

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1041903224

zbMATH Keywords

Gaussian process; mixed volume; exponential bound; intrinsic volume; quermassintegral; Alexandrov-Fenchel inequality; deviation inequality; tail bound; Wills functional

Mathematics Subject Classification ID

60G15: Gaussian processes

60G17: Sample path properties

52A20: Convex sets in (n) dimensions (including convex hypersurfaces)

Related Items

On the continuity of Pickands constants, Pickands-Piterbarg constants for self-similar Gaussian processes, A Dimension-Free Reverse Logarithmic Sobolev Inequality for Low-Complexity Functions in Gaussian Space, Concentration of the Intrinsic Volumes of a Convex Body, Further inequalities for the (generalized) Wills functional, More on maximal inequalities for sub-fractional Brownian motion, A strong law of large numbers on the harmonic \(p\)-combination, The Wills functional for Poisson processes, On the Gaussian representation of intrinsic volumes, Convex geometry of max-stable distributions, Moment-entropy inequalities., A transportation approach to the mean-field approximation, Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\), Approximation of supremum of max-stable stationary processes \& Pickands constants, On an exponential functional for Gaussian processes and its geometric foundations, On certain exponential regularity for Gaussian processes, On bounded Gaussian processes

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