Correlation inequalities and applications to vector-valued Gaussian random variables and fractional Brownian motion

Journal article (2009)

Authors

M. Veraar

Faculty

Electrical Engineering, Mathematics and Computer Science () (TU Delft)

DOI: https://doi.org/doi:10.1007/s11118-009-9118-8

Gaussian processes Correlation inequalities Gebeleins inequality Gaussian random variables Maximal inequalities Law of large numbers Type and cotype Fractional Brownian motion BesovOrlicz spaces Sample path Non-separable Banach space

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Published Date

05-03-2009

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Source:

Potential Analysis, 30, p. 341-370, 2009

Faculty

Electrical Engineering, Mathematics and Computer Science

Files

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