An error bound in the Sudakov-Fernique inequality

dc.creatorChatterjee, Sourav
dc.date2005-10-20
dc.date.accessioned2026-07-07T06:47:41Z
dc.date.available2026-07-07T06:47:41Z
dc.descriptionWe obtain an asymptotically sharp error bound in the classical Sudakov-Fernique comparison inequality for finite collections of gaussian random variables. Our proof is short and self-contained, and gives an easy alternative argument for the classical inequality, extended to the case of non-centered processes.
dc.descriptionThis will appear as a theorem in Robert Adler's new book with Jonathan Taylor on gaussian processes; will not be submitted to any journal in its present form
dc.identifierhttps://arxiv.org/abs/math/0510424
dc.identifierhttp://arxiv.org/abs/math/0510424
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/103738
dc.subjectProbability
dc.titleAn error bound in the Sudakov-Fernique inequality
dc.typetext

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