科研之友
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摘要
Let Z be an n-dimensional Gaussian vector and let f : R-n -> R be a convex function. We prove that
P(f (Z) <= Ef (Z) - t root Var f(Z) <= = exp(-ct(2)),
for all t > 1 where c > 0 is an absolute constant. As an application we derive variance-sensitive small ball probabilities for Gaussian processes.
- 出版日期2018-5
