SubGaussian random variables in Hilbert spaces

MaRDI QIDQ1378835zbMATH OpenFDO

Authors Rita Giuliano Antonini

Publication date 20 July 1998

Published in Rendiconti del Seminario Matematico della Università di Padova (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=RSMUP_1997__98__89_0, https://eudml.org/doc/108451

zbMATH Keywords

covariance operatorGaussian vectorsub-Gaussian random variables in Hilbert spaces

Mathematics Subject Classification ID

Gaussian processes (60G15)

Review text

Three different definitions of sub-Gaussianity of the random elements with values in a separable Hilbert space are proposed, each of them is a natural generalization and extension of a known notion of sub-Gaussianity for the finite-dimensional case. Conditions of sub-Gaussianity of the random element and relations between the given definitions are studied and determined.

Recommendations

• On subgaussian random variables
• scientific article; zbMATH DE number 4020117
• scientific article; zbMATH DE number 1740315
• scientific article; zbMATH DE number 4078394
• Subgaussian estimates in probability and harmonic analysis
• scientific article; zbMATH DE number 4018005
• -sub-Gaussian random processes
• Subdifferential characterization of probability functions under Gaussian distribution
• Recursive random variables with subgaussian distributions
• Sub-Gaussian measures and associated semilinear problems

Cites work

• Exponential Bounds for the Distribution of the Maximum of a Non-Gaussian Random Field
• Gaussian measures in Banach spaces
• Regularity of Gaussian processes
• Sub-Gaussian random variables

Cited in

(13)

• Adaptive function-on-scalar regression with a smoothing elastic net
• Notes on sub-Gaussian random elements
• Hanson-Wright inequality in Hilbert spaces with application to \(K\)-means clustering for non-Euclidean data
• Characterization of -subgaussian random elements in a Banach space
• The complex subgaussian variable
• The criteria of subgaussian variable and it's application
• scientific article; zbMATH DE number 4020117 (Why is no real title available?)
• On subgaussian random variables
• Subgaussianity is hereditarily determined
• On the sub-gaussianity of the \(r\)-correlograms
• Convergence Rates for Learning Linear Operators from Noisy Data
• The functional graphical lasso
• Hypothesis testing for functional linear models via bootstrapping

This page was built for publication: SubGaussian random variables in Hilbert spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1378835)