A general version of Price's theorem. A tool for bounding the expectation of nonlinear functions of Gaussian random vectors
type: Item
instance of: scholarly article
title: A general version of Price's theorem. A tool for bounding the expectation of nonlinear functions of Gaussian random vectors
zbMATH Open document ID: 1469.60109
author: Felix Voigtlaender
published in: Journal of Theoretical Probability
publication date: 2021-07-26T00:00:00Z
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 62H20
zbMATH DE Number: 7374943
zbMATH Keywords: normal distribution
zbMATH Keywords: Gaussian random variables
zbMATH Keywords: nonlinear functions of Gaussian random vectors
zbMATH Keywords: expectation
zbMATH Keywords: Price's theorem
MaRDI profile type: Publication
full work available at URL: s10959-020-01017-w
OpenAlex ID: W3037463823
cites work: Generalized form of Price's theorem and its converse
cites work: Distributions
cites work: Q4255465
cites work: \(\ell^1\)-analysis minimization and generalized (co-)sparsity: when does recovery succeed?
cites work: An Intermediate Course in Probability
cites work: An extension of Price's theorem (Corresp.)
cites work: Comments on 'An extension of Price's theorem' by McMahon, E. L.
cites work: A useful theorem for nonlinear devices having Gaussian inputs
DOI: 10.1007/S10959-020-01017-W
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description: scientific article; zbMATH DE number 7374943