Correlation inequalities and applications to vector-valued Gaussian random variables and fractional Brownian motion

Gaussian processes (60G15) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Sample path properties (60G17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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An elementary proof of the strong law of large numbers
Das statistische Problem der Korrelation als Variations‐ und Eigenwertproblem und sein Zusammenhang mit der Ausgleichsrechnung
Eigenvalue distribution of compact operators
Gebelein's inequality and its consequences
Malliavin calculus and decoupling inequalities in Banach spaces
Martingales and singular integrals in Banach spaces
Mouvement brownien et espaces de besov
On Besov regularity of Brownian motions in infinite dimensions
On fractional Brownian processes
On the laws of large numbers for nonnegative random variables
On the small balls problem for equivalent Gaussian measures
On the space of vector-valued functions integrable with respect to the white noise
Orlicz spaces, spline systems, and Brownian motion
Quelques espaces fonctionnels associés à des processus gaussiens
Spectrum of Ornstein-Uhlenbeck operators in \(L ^{p}\) spaces with respect to invariant measures
The Malliavin Calculus and Related Topics
\(L^ 1\)-properties of intrinsic Schrödinger semigroups

Cited in

(17)

An application of the Gaussian correlation inequality to the small deviations for a Kolmogorov diffusion
Gebelein inequality in a Hilbert space
Besov-Orlicz path regularity of non-Gaussian processes
Extensions of the sewing lemma with applications
On the Besov regularity of the bifractional Brownian motion
Wavelet analysis of the Besov regularity of Lévy white noise
On Besov regularity and local time of the solution to the stochastic heat equation
Inequalities of correlation type for symmetric stable random vectors
Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph
Berry-Esseen bounds in the Breuer-major CLT and Gebelein's inequality
On temporal regularity of stochastic convolutions in 2-smooth Banach spaces
Characterization of nonlinear Besov spaces
Mixing for Generic Rough Shear Flows
On small deviations of stationary Gaussian processes and related analytic inequalities
A central limit theorem for the stochastic wave equation with fractional noise
Besov rough path analysis (with an appendix by Pavel Zorin-Kranich)
Rough differential equations driven by signals in Besov spaces

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