A note on multivariate Gaussian estimates

作者:Lu Dawei*; Li Wenbo V
来源:Journal of Mathematical Analysis and Applications, 2009, 354(2): 704-707.
DOI:10.1016/j.jmaa.2009.01.046

摘要

An upper bound of multivariate Gaussian probability for a general convex domain D is given based on a geometric observation. The bound is sharper than known ones on multivariate Mills' ratio in many cases.