Some superconcentration inequalities for extrema of stationary Gaussian processes

DOI10.1016/j.spl.2015.07.028zbMath1397.60071arXiv1503.06563OpenAlexW1489152220MaRDI QIDQ900564

Kevin Tanguy

Publication date: 22 December 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.06563

zbMATH Keywords

stationary Gaussian processconcentration inequalitieshypercontractivitysuperconcentrationtheory of extremes

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

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