The wills functional and Gaussian processes
成果类型：
Article
署名作者：
Vitale, RA
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
发表日期：
1996
页码：
2172-2178
关键词：
摘要：
The Wills functional from the theory of lattice point enumeration can be adapted to produce the following exponential inequality for zero-mean Gaussian processes: E exp[sup(t)(X(t) - (1/2)sigma(t)(2))] less than or equal to exp(E sup(t)X(t)). An application is a new proof of the deviation inequality for the supremum of a Gaussian process above its mean: P(sup(t)X(t) - E sup(t)X(t) greater than or equal to a) less than or equal to exp(-(1/2)alpha(2)/sigma(2)), where alpha > 0 and sigma(2) = sup(t) sigma(t)(2).