Representations of the absolute value function and applications in Gaussian estimates (Q482784)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Representations of the absolute value function and applications in Gaussian estimates
scientific article

    Statements

    Representations of the absolute value function and applications in Gaussian estimates (English)
    0 references
    0 references
    6 January 2015
    0 references
    The author studies (inequalities involving) expectations of two types of Gaussian functions with absolute values: {\parindent=6mm \begin{itemize}\item[1)] the unsigned quadratic form \(|\langle X,AX\rangle + \langle b,X\rangle +c|\), where \(X\) is a centered Gaussian vector and \(A,b,c\) are deterministic; \item[2)] the product of a finite number of \(|X_j|^{(-a_j)}\), where the \(X_j's\) are correlated and \(0<a<1\). \end{itemize}}
    0 references
    0 references
    Gaussian estimates
    0 references
    integral representations
    0 references
    quadratic form
    0 references
    negative moments
    0 references
    0 references