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

DOI10.5802/AMBP.205MaRDI QIDQ819611zbMATH OpenOpenAlexFDO

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)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL http://www.numdam.org/item?id=AMBP_2005__12_2_231_0, https://eudml.org/doc/10518

zbMATH Keywords

logarithmic Sobolev inequalityPoincaré inequality

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 522891 (Why is no real title available?)
• scientific article; zbMATH DE number 1944303 (Why is no real title available?)
• scientific article; zbMATH DE number 1405932 (Why is no real title available?)
• Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
• Large deviations for stationary Gaussian processes
• Moderate deviations of empirical periodogram and non-linear functionals of moving average processes
• On bilinear forms in Gaussian random variables and Toeplitz matrices

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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