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June 2001 On Gaussian and Bernoulli covariance representations
Sergey G. Bobkov, Friedrich Götze, Christian Houdré
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Bernoulli 7(3): 439-451 (June 2001).

Abstract

We discuss several applications, to large deviations for smooth functions of Gaussian random vectors, of a covariance representation in Gauss space. The existence of this type of representation characterizes Gaussian measures. New representations for Bernoulli measures are also derived, recovering some known inequalities.

Citation

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Sergey G. Bobkov. Friedrich Götze. Christian Houdré. "On Gaussian and Bernoulli covariance representations." Bernoulli 7 (3) 439 - 451, June 2001.

Information

Published: June 2001
First available in Project Euclid: 22 March 2004

zbMATH: 1053.60019
MathSciNet: MR2002G:60038

Keywords: Bernoulli sums , covariance identities , Gaussian measures , large deviations

Rights: Copyright © 2001 Bernoulli Society for Mathematical Statistics and Probability

Vol.7 • No. 3 • June 2001
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