Anderson Inequality is Strict for Gaussian and Stable Measures

DOI10.2307/2161919zbMath0863.60010OpenAlexW4243613196MaRDI QIDQ4874288

Maciej Lewandowski, Michał Ryznar, Tomasz Żak

Publication date: 10 June 1997

Full work available at URL: https://doi.org/10.2307/2161919

zbMATH Keywords

Gaussian measuresstable measuresAnderson inequality

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Probability theory on linear topological spaces (60B11)

Related Items (1)

Bootstrap specification tests for dynamic conditional distribution models

Cites Work

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• On the lower tail of Gaussian seminorms
• Convergence to a stable distribution via order statistics
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• Gaussian radon measures on locally convex spaces.
• Note Relating Bochner Integrals and Reproducing Kernels to Series Expansions on a Gaussian Banach Space

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