Representations of the absolute value function and applications in Gaussian estimates (Q482784)

From MaRDI portal





scientific article; zbMATH DE number 6383591
Language Label Description Also known as
English
Representations of the absolute value function and applications in Gaussian estimates
scientific article; zbMATH DE number 6383591

    Statements

    Representations of the absolute value function and applications in Gaussian estimates (English)
    0 references
    0 references
    6 January 2015
    0 references
    The author studies (inequalities involving) expectations of two types of Gaussian functions with absolute values: {\parindent=6mm \begin{itemize}\item[1)] the unsigned quadratic form \(|\langle X,AX\rangle + \langle b,X\rangle +c|\), where \(X\) is a centered Gaussian vector and \(A,b,c\) are deterministic; \item[2)] the product of a finite number of \(|X_j|^{(-a_j)}\), where the \(X_j's\) are correlated and \(0<a<1\). \end{itemize}}
    0 references
    Gaussian estimates
    0 references
    integral representations
    0 references
    quadratic form
    0 references
    negative moments
    0 references

    Identifiers