On Gaussian and Bernoulli covariance representations

Citation
Sg. Bobkov et al., On Gaussian and Bernoulli covariance representations, BERNOULLI, 7(3), 2001, pp. 439-451
Citations number
23
Categorie Soggetti
Mathematics
Journal title
BERNOULLI
ISSN journal
13507265 → ACNP
Volume
7
Issue
3
Year of publication
2001
Pages
439 - 451
Database
ISI
SICI code
1350-7265(200106)7:3<439:OGABCR>2.0.ZU;2-I
Abstract
We discuss several applications, to large deviations for smooth functions o f Gaussian random vectors, of a covariance representation in Gauss space. T he existence of this type of representation characterizes Gaussian measures . New representations for Bernoulli measures are also derived, recovering s ome known inequalities.