On decoupling of functions of normal vectors. II

DOI10.1134/S0001434613070286zbMath1283.60030arXiv1406.2520OpenAlexW2950632065MaRDI QIDQ382392

Stanislav Alekseevich Molchanov, P. G. Grigor'ev

Publication date: 18 November 2013

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.2520

zbMATH Keywords

Hermite polynomialdecouplingGaussian vectorsWick polynomial

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites Work

• On measuring nonlinear risk with scarce observations
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