A general decoupling inequality for finite Gaussian vectors

2025/04/24 by Weber, Michel
#42A38 #60G50 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2504.17940

Abstract

We use Matrix Analysis to prove a general decoupling inequality for finite Gaussian vectors, in identifying a new region of the inherent p exponent, for the validity of this one.

Citations

• Semi-asymptotic bounds for moderate deviations of suprema of Gaussian polynomials
• On small deviations of stationary Gaussian processes and related analytic inequalities
• Best constants in Young's inequality, its converse, and its generalization to more than three functions
• Hilbert's Inequality

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