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.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 439-451 |
| Number of pages | 13 |
| Journal | Bernoulli |
| Volume | 7 |
| Issue number | 3 |
| DOIs | |
| State | Published - 2001 |
Keywords
- Bernoulli sums
- Covariance identities
- Gaussian measures
- Large deviations