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Majorization of Gaussian processes and geometric applications

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Publication:1187108
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DOI10.1007/BF01291425zbMath0744.60039MaRDI QIDQ1187108

Yehoram Gordon

Publication date: 28 June 1992

Published in: Probability Theory and Related Fields (Search for Journal in Brave)


zbMATH Keywords

Gaussian processesmajorizationSlepian's lemma


Mathematics Subject Classification ID

Gaussian processes (60G15)


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Cites Work

  • Elliptically contoured distributions
  • Une inegalité du type de Slepian et Gordon sur les processus gaussiens. (An inequality of Slepian and Gordon type for Gaussian processes)
  • Association of normal random variables and Slepian's inequality
  • Inequalities: theory of majorization and its applications
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