A GAUSSIAN SMALL DEVIATION INEQUALITY FOR CONVEX FUNCTIONS Academic Article uri icon

abstract

  • 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.

published proceedings

  • ANNALS OF PROBABILITY

author list (cited authors)

  • Paouris, G., & Valettas, P.

citation count

  • 16

complete list of authors

  • Paouris, Grigoris||Valettas, Petros

publication date

  • May 2018