Some comparisons for Gaussian processes

DOI10.1090/S0002-9939-00-05367-3zbMATH Open0955.60036arXivmath/0011093OpenAlexW2012011297MaRDI QIDQ4501096FDOQ4501096

Authors: Richard A. Vitale 

Publication date: 3 September 2000

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Abstract: Extensions and variants are given for the well-known comparison principle for Gaussian processes based on ordering by pairwise distance.

Full work available at URL: https://arxiv.org/abs/math/0011093

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zbMATH Keywords

Gaussian processcomparison principle

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15)

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• Lipschitzian Mappings and Total Mean Curvature of Polyhedral Surfaces. I
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Cited In (20)

• Reduced-load equivalence for Gaussian processes
• Gaussian averages, Bernoulli averages, and Gibbs' measures
• A comparative evaluation of stochastic-based inference methods for Gaussian process models
• Computing bounds on the expected maximum of correlated normal variables
• On the Gaussian representation of intrinsic volumes
• Une inegalité du type de Slepian et Gordon sur les processus gaussiens. (An inequality of Slepian and Gordon type for Gaussian processes)
• Bounds for expected maxima of Gaussian processes and their discrete approximations
• Comparison inequalities for order statistics of Gaussian arrays
• Scaling relationships of Gaussian processes
• Complexity of pattern classes and the Lipschitz property
• More on maximal inequalities for sub-fractional Brownian motion
• Dial-up internet access: a two-provider cost model
• FDR-control in multiscale change-point segmentation
• Approximation of supremum of max-stable stationary processes \& Pickands constants
• Bounds on the expected value of maximum loss of fractional Brownian motion
• The discrepancy between min-max statistics of Gaussian and Gaussian-subordinated matrices
• Unregularized online learning algorithms with general loss functions
• Comparison inequalities on Wiener space
• Title not available (Why is that?)
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