On Gaussian and Bernoulli covariance representations
Bobkov SG, Götze F, Houdre C (2001)
BERNOULLI 7(3): 439-451.
Zeitschriftenaufsatz
| Veröffentlicht | Englisch
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Autor*in
Bobkov, SG;
Götze, FriedrichUniBi;
Houdre, C
Einrichtung
Abstract / Bemerkung
We discuss several applications, to large deviations for smooth functions of Gaussian random vectors, of a covariance representation in Gauss space. The existence of this type of representation characterizes Gaussian measures. New representations for Bernoulli measures are also derived, recovering some known inequalities.
Stichworte
Bernoulli sums;
Gaussian measures;
large;
deviations;
covariance identities
Erscheinungsjahr
2001
Zeitschriftentitel
BERNOULLI
Band
7
Ausgabe
3
Seite(n)
439-451
ISSN
1350-7265
Page URI
https://pub.uni-bielefeld.de/record/1616879
Zitieren
Bobkov SG, Götze F, Houdre C. On Gaussian and Bernoulli covariance representations. BERNOULLI. 2001;7(3):439-451.
Bobkov, S. G., Götze, F., & Houdre, C. (2001). On Gaussian and Bernoulli covariance representations. BERNOULLI, 7(3), 439-451. https://doi.org/10.2307/3318495
Bobkov, SG, Götze, Friedrich, and Houdre, C. 2001. “On Gaussian and Bernoulli covariance representations”. BERNOULLI 7 (3): 439-451.
Bobkov, S. G., Götze, F., and Houdre, C. (2001). On Gaussian and Bernoulli covariance representations. BERNOULLI 7, 439-451.
Bobkov, S.G., Götze, F., & Houdre, C., 2001. On Gaussian and Bernoulli covariance representations. BERNOULLI, 7(3), p 439-451.
S.G. Bobkov, F. Götze, and C. Houdre, “On Gaussian and Bernoulli covariance representations”, BERNOULLI, vol. 7, 2001, pp. 439-451.
Bobkov, S.G., Götze, F., Houdre, C.: On Gaussian and Bernoulli covariance representations. BERNOULLI. 7, 439-451 (2001).
Bobkov, SG, Götze, Friedrich, and Houdre, C. “On Gaussian and Bernoulli covariance representations”. BERNOULLI 7.3 (2001): 439-451.
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