Hypercontractivity and transport-information inequalities for Gaussian ARMA model

DOI10.1214/24-ejp1188zbMATH Open1548.60052MaRDI QIDQ6620094

Sen Yang

Publication date: 16 October 2024

Published in: Electronic Journal of Probability (Search for Journal in Brave)

zbMATH Keywords

concentration inequalitiestransport-information inequality\textit{ARMA} modelhypercontractivity and log-Sobolev inequality

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inequalities; stochastic orderings (60E15) Discrete-time Markov processes on general state spaces (60J05) Transportation, logistics and supply chain management (90B06)

Cites Work

• Curvature, concentration and error estimates for Markov chain Monte Carlo
• On the Markov chain central limit theorem
• Spectral analysis of large dimensional random matrices
• A \(\Phi \)-entropy contraction inequality for Gaussian vectors
• Spreading of sets in product spaces and hypercontraction of the Markov operator
• Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
• Transportation-information inequalities for Markov processes
• A large deviation approach to some transportation cost inequalities
• Transport-information inequalities for Markov chains
• Some applications of hypercontractive inequalities in quantum information theory
• Logarithmic Sobolev Inequalities
• High-Dimensional Probability
• Transport Inequalities. A Survey
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Hypercontractivity and transport-information inequalities for Gaussian ARMA model