A GAUSSIAN SMALL DEVIATION INEQUALITY FOR CONVEX FUNCTIONS
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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.
complete list of authors
Paouris, Grigoris||Valettas, Petros