On Gaussian and Bernoulli covariance representations

DOI10.2307/3318495zbMath1053.60019OpenAlexW2036647822MaRDI QIDQ5949613

Sergey G. Bobkov, Friedrich Götze, Christian Houdré

Publication date: 2001

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1080004759

zbMATH Keywords

large deviationsGaussian measuresBernoulli sumscovariance identities

Mathematics Subject Classification ID

Gaussian processes (60G15) Large deviations (60F10)

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Cites Work

• Some deviation inequalities
• A heat semigroup approach to concentration on the sphere and on a compact Riemannian manifold
• Diffusion equation techniques in stochastic monotonicity and positive correlations
• Interpolation, correlation identities, and inequalities for infinitely divisible variables
• Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
• Extremal probabilistic problems and Hotelling's \(T^ 2\) test under a symmetry condition
• Remarks on deviation inequalities for functions of infinitely divisible random vectors
• Covariance identities and inequalities for functionals on Wiener and Poisson spaces
• Lévy-Gromov's isoperimetric inequality for an infinite dimensional diffusion generator
• Localization Proof of the Bakry--Ledoux Isoperimetric Inequality and Some Applications
• L'algèbre de Lie des gradients itérés d'un générateur markovien---développements de moyennes et entropies
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