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Zapiski Nauchnykh Seminarov POMI, 2017, Volume 457, Pages 101–113
(Mi znsl6439)
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This article is cited in 2 scientific papers (total in 2 papers)
On an exponential functional for Gaussian processes and its geometric foundations
R. A. Vitale Department of Statistics, University of Connecticut, Storrs, CT 06269-4120 USA
Abstract:
After setting geometric notions, we revisit an exponential functional that has arisen in several contexts, with special attention to a set of geometric parameters and associated inequalities.
Key words and phrases:
Alexandrov–Fenchel inequality, Brunn–Minkowski theory, deviation bound, Gaussian process, intrinsic volume, isonormal Gaussian process, Itô–Nisio, logconcavity, Minkowski functional, mixed volume, oscillation, quermassintegral, Steiner formula, supremum, ultra-logconcavity, Wills functional.
Received: 24.07.2017
Citation:
R. A. Vitale, “On an exponential functional for Gaussian processes and its geometric foundations”, Probability and statistics. Part 25, Zap. Nauchn. Sem. POMI, 457, POMI, St. Petersburg, 2017, 101–113; J. Math. Sci. (N. Y.), 238:4 (2019), 406–414
Linking options:
https://www.mathnet.ru/eng/znsl6439 https://www.mathnet.ru/eng/znsl/v457/p101
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Statistics & downloads: |
Abstract page: | 128 | Full-text PDF : | 51 | References: | 27 |
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