Some comparisons for Gaussian processes

DOI10.1090/S0002-9939-00-05367-3zbMath0955.60036arXivmath/0011093OpenAlexW2012011297MaRDI QIDQ4501096

Richard A. Vitale

Publication date: 3 September 2000

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0011093

zbMATH Keywords

comparison principleGaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15)

Related Items (12)

Complexity of pattern classes and the Lipschitz property ⋮ The discrepancy between min-max statistics of Gaussian and Gaussian-subordinated matrices ⋮ Comparison inequalities on Wiener space ⋮ Bounds for expected maxima of Gaussian processes and their discrete approximations ⋮ On the Gaussian representation of intrinsic volumes ⋮ Bounds on the expected value of maximum loss of fractional Brownian motion ⋮ Unregularized online learning algorithms with general loss functions ⋮ Dial-up internet access: a two-provider cost model ⋮ Computing bounds on the expected maximum of correlated normal variables ⋮ FDR-control in multiscale change-point segmentation ⋮ Approximation of supremum of max-stable stationary processes \& Pickands constants ⋮ More on maximal inequalities for sub-fractional Brownian motion

Cites Work

• Elliptically contoured distributions
• Une inegalité du type de Slepian et Gordon sur les processus gaussiens. (An inequality of Slepian and Gordon type for Gaussian processes)
• Some inequalities for Gaussian processes and applications
• Majorization of Gaussian processes and geometric applications
• Covariance identities for normal variables via convex polytopes
• Lipschitzian Mappings and Total Mean Curvature of Polyhedral Surfaces. I
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