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An application of Brascamp-Lieb's inequality. (arXiv:1810.04402v1 [math.PR])

来源于:arXiv
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. 查看全文>>