Decoupling inequalities and decoupling coefficients of Gaussian processes

DOI10.1007/S13171-024-00347-9MaRDI QIDQ6583524zbMATH OpenFDO

Authors Michel Weber

Publication date 6 August 2024

Published in Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S13171-024-00347-9

zbMATH Keywords

decoupling coefficienteigenvaluesGaussian processstationaritystrong Szegö limit theoremToeplitz forms

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Stationary stochastic processes (60G10) Gaussian processes (60G15) Sample path properties (60G17)

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• A sprinkled decoupling inequality for Gaussian processes and applications

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