Poincaré and log-Sobolev inequality for stationary Gaussian processes and moving average processes

DOI10.5802/ambp.205zbMath1090.60035OpenAlexW2325621996MaRDI QIDQ819611

Guangfei Li, Huiming Peng, Yu Miao, Li-ming Wu

Publication date: 29 March 2006

Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AMBP_2005__12_2_231_0

zbMATH Keywords

logarithmic Sobolev inequalityPoincaré inequality

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Stationary stochastic processes (60G10)

Cites Work

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• Large deviations for stationary Gaussian processes
• On bilinear forms in Gaussian random variables and Toeplitz matrices
• Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
• Moderate deviations of empirical periodogram and non-linear functionals of moving average processes

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