Representations of the absolute value function and applications in Gaussian estimates
type: Item
instance of: scholarly article
title: Representations of the absolute value function and applications in Gaussian estimates
zbMATH Open document ID: 1362.60015
author: Ang Wei
published in: Journal of Theoretical Probability
publication date: 2015-01-06T00:00:00Z
review text: The author studies (inequalities involving) expectations of two types of Gaussian functions with absolute values: {\parindent=6mm \begin{itemize}\item[1)] the unsigned quadratic form \(|\langle X,AX\rangle + \langle b,X\rangle +c|\), where \(X\) is a centered Gaussian vector and \(A,b,c\) are deterministic; \item[2)] the product of a finite number of \(|X_j|^{(-a_j)}\), where the \(X_j's\) are correlated and \(0<a<1\). \end{itemize}}
reviewed by: Giovanni Puccetti
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 6383591
zbMATH Keywords: Gaussian estimates
zbMATH Keywords: integral representations
zbMATH Keywords: quadratic form
zbMATH Keywords: negative moments
MaRDI profile type: Publication
full work available at URL: s10959-013-0486-z
OpenAlex ID: W2032465468
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DOI: 10.1007/S10959-013-0486-Z
description: scientific article; zbMATH DE number 6383591