A Gaussian small deviation inequality for convex functions Academic Article uri icon


  • © Institute of Mathematical Statistics, 2018. Let Z be an n-dimensional Gaussian vector and let f: R n → R be a convex function. We prove that for all t > 1 where c > 0 is an absolute constant. As an application we derive variance-sensitive small ball probabilities for Gaussian processes.

author list (cited authors)

  • Paouris, G., & Valettas, P.

citation count

  • 12

publication date

  • May 2018