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Comparison inequalities on Wiener space

  • Published:2014-04 Issue:4 Volume:124 Page:1566-1581
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Nourdin Ivan,Peccati Giovanni,Viens Frederi G.

Funder

ANR

Luxembourg University

NSF

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference21 articles.

1. An introduction to continuity, extrema, and related topics for general Gaussian processes;Adler,1990

2. Random Fields and Geometry;Adler,2007

3. Stokes formula on the Wiener space and n-dimensional Nourdin–Peccati analysis;Airault;J. Funct. Anal.,2010

4. Statistical Mechanics of Disordered Systems. A Mathematical Perspective;Bovier,2006

5. Universality in Sherrington–Kirkpatrick’s spin glass model;Carmona;Ann. Inst. Henri Poincaré Probab. Stat.,2006

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1. The discrepancy between min–max statistics of Gaussian and Gaussian-subordinated matrices;Stochastic Processes and their Applications;2023-04

2. On cross-correlogram IRF’s estimators of two-output systems in spaces of continuous functions;Communications in Statistics - Theory and Methods;2020-03-18

3. Fisher information and the fourth moment theorem;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2016-05-01

4. Extremes of vector-valued Gaussian processes: Exact asymptotics;Stochastic Processes and their Applications;2015-11

5. Portmanteau inequalities on the Poisson space: mixed regimes and multidimensional clustering;Electronic Journal of Probability;2014-01-01
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