Geodesic
On Decoupling of Functions of Normal Vectors
Matematičeskie zametki, Tome 92 (2012) no. 3, pp. 401-409

Voir la notice de l'article provenant de la source Math-Net.Ru

Two decoupling type inequalities for functions of Gaussian vectors are proved. In both cases, it turns out that the case of linear functions is the extreme one. The proofs involve certain properties of Wick's (Hermite's) polynomials and a refined version of Schur's theorem on entrywise product of positive definite matrices.
Keywords: decoupling, normally distributed random vector, Wick polynomial, Schur product
Mots-clés : Hermite polynomial, Hadamard product, covariance matrix. 
@article{MZM_2012_92_3_a7,
     author = {P. G. Grigor'ev and S. A. Molchanov},
     title = {On {Decoupling} of {Functions} of {Normal} {Vectors}},
     journal = {Matemati\v{c}eskie zametki},
     pages = {401--409},
     publisher = {mathdoc},
     volume = {92},
     number = {3},
     year = {2012},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MZM_2012_92_3_a7/}
}
TY  - JOUR
AU  - P. G. Grigor'ev
AU  - S. A. Molchanov
TI  - On Decoupling of Functions of Normal Vectors
JO  - Matematičeskie zametki
PY  - 2012
SP  - 401
EP  - 409
VL  - 92
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MZM_2012_92_3_a7/
LA  - ru
ID  - MZM_2012_92_3_a7
ER  - 
%0 Journal Article
%A P. G. Grigor'ev
%A S. A. Molchanov
%T On Decoupling of Functions of Normal Vectors
%J Matematičeskie zametki
%D 2012
%P 401-409
%V 92
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MZM_2012_92_3_a7/
%G ru
%F MZM_2012_92_3_a7
P. G. Grigor'ev; S. A. Molchanov. On Decoupling of Functions of Normal Vectors. Matematičeskie zametki, Tome 92 (2012) no. 3, pp. 401-409. http://geodesic.mathdoc.fr/item/MZM_2012_92_3_a7/