Correlation inequalities and applications to vector-valued Gaussian random variables and fractional Brownian motion

DOI10.1007/s11118-009-9118-8zbMath1162.60011OpenAlexW2136250419MaRDI QIDQ1016103

Mark C. Veraar

Publication date: 4 May 2009

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-009-9118-8

Mathematics Subject Classification ID

Gaussian processes (60G15) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Sample path properties (60G17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (14)

Extensions of the sewing lemma with applications ⋮ On small deviations of stationary Gaussian processes and related analytic inequalities ⋮ Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph ⋮ Mixing for Generic Rough Shear Flows ⋮ Besov-Orlicz path regularity of non-Gaussian processes ⋮ On Besov regularity and local time of the solution to the stochastic heat equation ⋮ Rough differential equations driven by signals in Besov spaces ⋮ On temporal regularity of stochastic convolutions in \(2\)-smooth Banach spaces ⋮ A central limit theorem for the stochastic wave equation with fractional noise ⋮ Characterization of nonlinear Besov spaces ⋮ Wavelet analysis of the Besov regularity of Lévy white noise ⋮ Berry-Esseen bounds in the Breuer-major CLT and Gebelein's inequality ⋮ Besov rough path analysis (with an appendix by Pavel Zorin-Kranich) ⋮ On the Besov regularity of the bifractional Brownian motion

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