A multidimensional version of noise stability
Probability
2013-07-31 v1
Abstract
We give a multivariate generalization of Borell's noise stability theorem for Gaussian vectors. As a consequence we recover two inequalities, also due to Borell, for exit times of the Ornstein-Uhlenbeck process.
Cite
@article{arxiv.1307.8082,
title = {A multidimensional version of noise stability},
author = {Joe Neeman},
journal= {arXiv preprint arXiv:1307.8082},
year = {2013}
}
Comments
12 pages