An error bound in the Sudakov-Fernique inequality
Probability
2007-05-23 v1
Abstract
We 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.
Cite
@article{arxiv.math/0510424,
title = {An error bound in the Sudakov-Fernique inequality},
author = {Sourav Chatterjee},
journal= {arXiv preprint arXiv:math/0510424},
year = {2007}
}
Comments
This 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