Electronic Communications in Probability

A multidimensional version of noise stability

Joe Neeman

Full-text: Open access

Abstract

We give a multivariate generalization of Borell's noise stability theorem for Gaussian vectors. As a consequence we recover two inequalities, also due to Borell, for exit times of the Ornstein-Uhlenbeck process.

Article information

Source
Electron. Commun. Probab., Volume 19 (2014), paper no. 72, 10 pp.

Dates
Accepted: 20 October 2014
First available in Project Euclid: 7 June 2016

Permanent link to this document
https://projecteuclid.org/euclid.ecp/1465316774

Digital Object Identifier
doi:10.1214/ECP.v19-3005

Mathematical Reviews number (MathSciNet)
MR3274518

Zentralblatt MATH identifier
1333.60071

Subjects
Primary: 60G15: Gaussian processes

Keywords
Gaussian noise stability exit time hitting time Ornstein-Uhlenbeck process

Rights
This work is licensed under a Creative Commons Attribution 3.0 License.

Citation

Neeman, Joe. A multidimensional version of noise stability. Electron. Commun. Probab. 19 (2014), paper no. 72, 10 pp. doi:10.1214/ECP.v19-3005. https://projecteuclid.org/euclid.ecp/1465316774


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