The Wills functional and Gaussian processes
نویسندگان
چکیده
منابع مشابه
The Wills Functional and Gaussian Processes
The Wills functional from the theory of lattice point enumeration can be adapted to produce the following exponential inequality for zero mean Gaussian processes: Ee sup t (X t ?(1=2) 2 t) e E sup t X t : An application is a new proof of the deviation inequality for the supremum of a Gaussian process above its mean: P (sup t X t ? E sup t X t a) e ?(1=2)a 2 == 2 ; where a > 0 and 2 = sup t 2 t .
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1996
ISSN: 0091-1798
DOI: 10.1214/aop/1041903224