Comparison and anti-concentration bounds for maxima of Gaussian random vectors

Comparison and Anti-concentration Bounds for Maxima of Gaussian Random Vectors

Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain restrictions on the covariance matrices, play an important role in probability theory, especially in empirical process and extreme value theories. Here we give explicit comparisons of expectations of smooth functions and distribution functions of maxima of Gaussian rando...

Autoregressive Gaussian Random Vectors of First Order

Expected Number of Local Maxima of Some Gaussian Random Polnomials

autoregressive gaussian random vectors of first order

expected number of local maxima of some gaussian random polnomials