Decoupling Inequalities for Stationary Gaussian Processes

Let {Xn}n ∈ Zd be a stationary Gaussian process. It is proved that for all finite subsets J of Zdand complex-valued measurable functions fj, j ∈ J, of a real variable,$|E(\prod_{j \in J}f_j(X_j))| \leq \prod_{j \in J}\|f_j(X_0)\|_p,$where p = ∑n ∈ Zd [|E(X0X n)|/E(X2 0)] is independent of J. A conti...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	The Annals of probability 1982-08, Vol.10 (3), p.702-708
Hauptverfasser:	Klein, Abel, Landau, Lawrence J., Shucker, David S.
Format:	Artikel
Sprache:	eng
Schlagworte:	60G15 Coordinate systems Covariance Covariance matrices decoupling inequalities Mathematical inequalities Mathematical theorems Quantum field theory Quotients Random variables Real variables Stationary Gaussian processes Stochastic processes
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!