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This article is cited in 1 scientific paper (total in 1 paper)
On Decoupling of Functions of Normal Vectors
P. G. Grigor'ev, S. A. Molchanov University of North Carolina Charlotte, USA
Abstract:
Two decoupling type inequalities for functions of Gaussian vectors are proved. In both cases, it turns out that the case of linear functions is the extreme one. The proofs involve certain properties of Wick's (Hermite's) polynomials and a refined version of Schur's theorem on entrywise product of positive definite matrices.
Keywords:
decoupling, normally distributed random vector, Wick polynomial, Hermite polynomial, Schur product, Hadamard product, covariance matrix.
Received: 01.07.2011
Citation:
P. G. Grigor'ev, S. A. Molchanov, “On Decoupling of Functions of Normal Vectors”, Mat. Zametki, 92:3 (2012), 401–409; Math. Notes, 92:3 (2012), 362–368
Linking options:
https://www.mathnet.ru/eng/mzm9856https://doi.org/10.4213/mzm9856 https://www.mathnet.ru/eng/mzm/v92/i3/p401
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Abstract page: | 387 | Full-text PDF : | 156 | References: | 57 | First page: | 21 |
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