Concentration inequalities via Malliavin calculus with applications
From MaRDI portal
Publication:2517263
DOI10.1214/ECP.v20-3931zbMath1406.60034OpenAlexW273648378MaRDI QIDQ2517263
Abdol-Reza Mansouri, John Treilhard
Publication date: 17 August 2015
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/ecp.v20-3931
Inequalities; stochastic orderings (60E15) Fractional processes, including fractional Brownian motion (60G22) Applications of functional analysis in probability theory and statistics (46N30)
Related Items
Tail probability estimates for additive functionals, Weighted Poincaré inequalities, concentration inequalities and tail bounds related to Stein kernels in dimension one