Concentration inequalities for multivariate distributions. I: Multivariate normal distributions (Q1186631)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Concentration inequalities for multivariate distributions. I: Multivariate normal distributions |
scientific article; zbMATH DE number 36868
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Concentration inequalities for multivariate distributions. I: Multivariate normal distributions |
scientific article; zbMATH DE number 36868 |
Statements
Concentration inequalities for multivariate distributions. I: Multivariate normal distributions (English)
0 references
28 June 1992
0 references
convolution inequalities
0 references
p-variate normal distribution
0 references
positive definite covariance matrix
0 references
multivariate concentration inequalities
0 references
convex sets
0 references
symmetry condition
0 references
invariance
0 references
group of orthogonal transformations
0 references
non-convex sets
0 references
counterexamples
0 references
efficiency comparisons
0 references
covariance matrices
0 references
probabilities of multivariate regions
0 references
0 references
0 references
0 references
