Poincaré and log-Sobolev inequality for stationary Gaussian processes and moving average processes

DOI10.5802/AMBP.205zbMATH Open1090.60035OpenAlexW2325621996MaRDI QIDQ819611FDOQ819611

Authors: Guangfei Li, Yu Miao, Huiming Peng, Liming Wu 

Publication date: 29 March 2006

Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AMBP_2005__12_2_231_0

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zbMATH Keywords

logarithmic Sobolev inequalityPoincaré inequality

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Stationary stochastic processes (60G10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
• Large deviations for stationary Gaussian processes
• On bilinear forms in Gaussian random variables and Toeplitz matrices
• Title not available (Why is that?)
• Moderate deviations of empirical periodogram and non-linear functionals of moving average processes

Cited In (3)

• Analogues of the Poincaré-Chernoff inequality and the logarithmic Sobolev inequality for processes with independent increments
• An elementary proof of the \(L^{1}\) log-Sobolev inequality for Poisson point processes
• Slepian's inequality for Gaussian processes with respect to weak majorization

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