Related papers: Quantitative Versions of the Two-dimensional Gauss…

We prove a very general sharp inequality of the H\"older--Young--type for functions defined on infinite dimensional Gaussian spaces. We begin by considering a family of commutative products for functions which interpolates between the…

We prove inequalities on non-integer powers of products of generalized matrices functions on the sum of positive semi-definite matrices. For example, for any real number $r \in \{1\} \cup [2, \infty)$, positive semi-definite matrices $A_i,\…

In a recent paper, we presented a new definition of influences in product spaces of continuous distributions, and showed that analogues of the most fundamental results on discrete influences, such as the KKL theorem, hold for the new…

The paper deals with multivariate Gaussian random fields defined over generalized product spaces that involve the hypertorus. The assumption of Gaussianity implies the finite dimensional distributions to be completely specified by the…

A symmetric random variable is called a Gaussian mixture if it has the same distribution as the product of two independent random variables, one being positive and the other a standard Gaussian random variable. Examples of Gaussian mixtures…

Probability functions figure prominently in optimization problems of engineering. They may be nonsmooth even if all input data are smooth.This fact motivates the consideration of subdifferentials for such typically just continuous…

An important connection between the finite dimensional Gaussian Wick product and Lebesgue convolution product will be proven first. Then this connection will be used to prove an important H\"older inequality for the norms of Gaussian Wick…

For the functions $f$, which can be represented in the form of the convolution $f(x)=\frac{a_{0}}{2}+\frac{1}{\pi}\int\limits_{-\pi}^{\pi}\sum\limits_{k=1}^{\infty}e^{-\alpha k^{r}}\cos(kt-\frac{\beta\pi}{2})\varphi(x-t)dt$,…

A probability inequality is proved for n-fold convolutions of a smooth cumulative distribution function on (0,infinity)x...x(0,infinity), which is multivariate totally positive of order 2 (MTP2). This inequality is better than an inequality…

Let $Z$ be an $n$-dimensional Gaussian vector and let $f: \mathbb R^n \to \mathbb R$ be a convex function. We show that: $$\mathbb P \left( f(Z) \leq \mathbb E f(Z) -t\sqrt{ {\rm Var} f(Z)} \right) \leq \exp(-ct^2),$$ for all $t>1$, where…

The aim of this work is the derivation of two approximated expressions for the two dimensional Gaussian Q-function, $Q(x,y;\rho)$. These expressions are highly accurate and are expressed in closed-form. Furthermore, their algebraic…

Let $\mu$ be a Gaussian measure (say, on ${\bf R}^n$) and let $K, L \subset {\bf R}^n$ be such that K is convex, $L$ is a "layer" (i.e. $L = \{x : a \leq < x,u > \leq b \}$ for some $a$, $b \in {\bf R}$ and $u \in {\bf R}^n$) and the…

Random matrices formed from i.i.d. standard real Gaussian entries have the feature that the expected number of real eigenvalues is non-zero. This property persists for products of such matrices, independently chosen, and moreover it is…

An inequality concerning ratios of gamma functions is proved. This answers a question of Guo and Qi (2003).

We study the distribution of the {\it matrix product} $G_1 G_2 \cdots G_r$ of $r$ independent Gaussian matrices of various sizes, where $G_i$ is $d_{i-1} \times d_i$, and we denote $p = d_0$, $q = d_r$, and require $d_1 = d_{r-1}$. Here the…

Introducing inequality constraints in Gaussian process (GP) models can lead to more realistic uncertainties in learning a great variety of real-world problems. We consider the finite-dimensional Gaussian approach from Maatouk and Bay (2017)…

We consider the ratio of two Gauss hypergeometric functions, in which the parameters of the numerator function differ from the respective parameters of the denominator function by integers. We derive explicit integral representations for…

Products of Gaussian noises often emerge as the result of non-linear detection techniques or as a parasitic effect, and their proper handling is important in many practical applications, including in fluctuation-enhanced sensing, indoor air…

This note contains two simple observations. First, by the weak factorization of product $H^1$ (Ferguson--Lacey, Lacey--Terwilleger), we obtain a multi-parameter analogue of Hardy's inequality. Second, as a dual statement, the Fourier…

The warped product $N_1\times_f N_2$ of two Riemannian manifolds $(N_1,g_1)$ and $(N_2,g_2)$ is the product manifold $N_1\times N_2$ equipped with the warped product metric $g=g_1+f^2 g_2$, where $f$ is a positive function on $N_1$. The…