On decoupling of functions of normal vectors. II

DOI10.1134/S0001434613070286MaRDI QIDQ382392zbMATH OpenOpenAlexFDO

Authors P. G. Grigor'ev, S. Molchanov

Publication date 18 November 2013

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1406.2520

zbMATH Keywords

Hermite polynomialdecouplingGaussian vectorsWick polynomial

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Abstract: A decoupling type inequality for a sum of functions of Guassian vectors is established.

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(2)

• On decoupling of functions of normal vectors
• A note on degenerate normal vectors

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