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

DOI10.1007/S11118-009-9118-8zbMATH Open1162.60011OpenAlexW2136250419MaRDI QIDQ1016103FDOQ1016103

Publication date: 4 May 2009

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-009-9118-8

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Cited In (17)

Gebelein inequality in a Hilbert space
An application of the Gaussian correlation inequality to the small deviations for a Kolmogorov diffusion
Besov-Orlicz path regularity of non-Gaussian processes
On the Besov regularity of the bifractional Brownian motion
Extensions of the sewing lemma with applications
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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