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arXiv · 1810.04402

An application of Brascamp-Lieb's inequality

Michel Weber
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Abstract

We use Brascamp-Lieb's inequality to obtain new decoupling inequalities for general Gaussian vectors, and for stationary cyclic Gaussian processes. In the second case, we use a version by Bump and Diaconis of the strong Szego limit theorem. This extends results of Klein, Landau and Shucker.

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Michel Weber. 2018-10-10. An application of Brascamp-Lieb's inequality. https://arxiv.org/abs/1810.04402

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