Gaussian measures of dilatations of convex symmetric sets
成果类型：
Article
署名作者：
Latala, R; Oleszkiewicz, K
署名单位：
University of Warsaw
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1022874821
发表日期：
1999
页码：
1922-1938
关键词：
摘要：
We prove that the inequality Psi(-1)(mu(tA)) greater than or equal to t Psi(-1)(mu(A)) holds for any centered Gaussian measure Cc on a separable Banach space F, any convex, closed, symmetric set A subset of F and t greater than or equal to 1, where Psi(x) = gamma(1)(-x, x) = (2 pi)(-1/2) integral(-x)(x) exp(-y(2)/2) dy. As an application, the best constants in comparison of moments of Gaussian vectors are calculated.