An application of Brascamp-Lieb's inequality
Probability
2024-07-09 v1
Abstract
We use Brascamp-Lieb's inequality to obtain new decoupling inequalities for general Gaussian vectors, and for stationary cyclic Gaussian processes. In the second case, we use a version by Bump and Diaconis of the strong Szego limit theorem. This extends results of Klein, Landau and Shucker.
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Cite
@article{arxiv.1810.04402,
title = {An application of Brascamp-Lieb's inequality},
author = {Michel Weber},
journal= {arXiv preprint arXiv:1810.04402},
year = {2024}
}
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12 pagess