Anderson Inequality is Strict for Gaussian and Stable Measures

DOI10.2307/2161919MaRDI QIDQ4874288zbMATH OpenOpenAlexFDO

Authors Maciej Lewandowski, Michał Ryznar, Tomasz Żak

Publication date 10 June 1997

Full work available at URL https://doi.org/10.2307/2161919

zbMATH Keywords

Gaussian measuresstable measuresAnderson inequality

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Probability theory on linear topological spaces (60B11)

Recommendations

• scientific article; zbMATH DE number 4032685
• scientific article; zbMATH DE number 3912688
• scientific article; zbMATH DE number 3948653
• scientific article; zbMATH DE number 3858067
• Generalized Anderson's inequality
• A Generalized Poincare Inequality for Gaussian Measures
• On Beckner's inequality for Gaussian measures
• scientific article; zbMATH DE number 1790018
• Inequalities for the Gaussian measure and an application to Wiener space

Cites work

• scientific article; zbMATH DE number 3958318 (Why is no real title available?)
• scientific article; zbMATH DE number 4096468 (Why is no real title available?)
• Convergence to a stable distribution via order statistics
• Gaussian radon measures on locally convex spaces.
• Note Relating Bochner Integrals and Reproducing Kernels to Series Expansions on a Gaussian Banach Space
• On the lower tail of Gaussian seminorms
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals

Cited in

(6)

• scientific article; zbMATH DE number 4032685 (Why is no real title available?)
• Conditions for equality in Anderson's theorem
• Bootstrap specification tests for dynamic conditional distribution models
• A note on equality in anderson's theorem
• scientific article; zbMATH DE number 3912688 (Why is no real title available?)
• scientific article; zbMATH DE number 3948653 (Why is no real title available?)

This page was built for publication: Anderson Inequality is Strict for Gaussian and Stable Measures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4874288)