Covariance identities for normal variables via convex polytopes

DOI10.1016/S0167-7152(96)00003-XzbMath0878.60004OpenAlexW2063212562MaRDI QIDQ1359756

Richard A. Vitale

Publication date: 6 July 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00003-x

zbMATH Keywords

Gaussian random vectorSteiner pointconvex random polytopecovariance identity

Mathematics Subject Classification ID

Gaussian processes (60G15) Geometric probability and stochastic geometry (60D05) Probability distributions: general theory (60E05)

Related Items (3)

Moment-entropy inequalities. ⋮ More on maximal inequalities for sub-fractional Brownian motion ⋮ Some comparisons for Gaussian processes

Cites Work

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• The algebra of Bonferroni bounds: discrete tubes and extensions
• The Steiner point in infinite dimensions
• Estimation of the mean of a multivariate normal distribution
• Inclusion-exclusion-Bonferroni identities and inequalities for discrete tube-like problems via Euler characteristics
• Covariance between variables and their order statistics for multivariate normal variables
• Siegel's formula via Stein's identities
• Processus gaussiens et volumes mixtes
• A Surprising Covariance Involving the Minimum of Multivariate Normal Variables
• Some Applications of Covariance Identities and Inequalities to Functions of Multivariate Normal Variables
• The Steiner Point of a Convex Polytope

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