Chapter 2. Basic Inequalities for Gaussian Processes

  1. Jean-Marc Azäis1 and
  2. Mario Wschebor2

Published Online: 21 JUL 2008

DOI: 10.1002/9780470434642.ch2

Level Sets and Extrema of Random Processes and Fields

Level Sets and Extrema of Random Processes and Fields

How to Cite

Azäis, J.-M. and Wschebor, M. (2009) Basic Inequalities for Gaussian Processes, in Level Sets and Extrema of Random Processes and Fields, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470434642.ch2

Author Information

  1. 1

    Université de Toulouse, Institut de Mathématiques, Laboratoire de Statistiques et Probabilités, Toulouse, France

  2. 2

    Universidad de la República, Centro de Matemática, Facultad de Ciencias, Montevideo, Uruguay

Publication History

  1. Published Online: 21 JUL 2008
  2. Published Print: 27 FEB 2009

ISBN Information

Print ISBN: 9780470409336

Online ISBN: 9780470434642

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Keywords:

  • basic inequalities for Gaussian processes;
  • Gaussian isoperimetric inequality;
  • Dudley's inequality

Summary

This chapter contains sections titled:

  • Slepian Inequalities

  • Ehrhard's Inequality

  • Gaussian Isoperimetric Inequality

  • Inequalities for the Tails of the Distribution of the Supremum

  • Dudley's Inequality

  • Exercises