Some comparisons for Gaussian processes

DOI10.1090/S0002-9939-00-05367-3MaRDI QIDQ4501096zbMATH OpenOpenAlexFDO

Authors Richard A. Vitale

Publication date 3 September 2000

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

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

zbMATH Keywords

Gaussian processcomparison principle

Mathematics Subject Classification ID

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

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

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(20)

• Reduced-load equivalence for Gaussian processes
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• 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
• Dial-up internet access: a two-provider cost model
• More on maximal inequalities for sub-fractional Brownian motion
• FDR-control in multiscale change-point segmentation
• Bounds on the expected value of maximum loss of fractional Brownian motion
• Approximation of supremum of max-stable stationary processes \& Pickands constants
• 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
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