On Gaussian and Bernoulli covariance representations

By Sergey G. Bobkov, Friedrich Götze, C. Houdr'e. 2001

56 citations recorded by the source corpus.

Subfields: Applied Mathematics, Finance, Geometry and Topology

View Paper: https://www.semanticscholar.org/paper/67014166f0cbc7591a1e44fc6495463d473d2b02

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Nicolas Privault
2. Iosif Pinelis
3. C. Houdr'e
4. Patricia Reynaud-Bouret
5. Francis R. Bach

In Finance

1. Iosif Pinelis
2. Nicolas Privault
3. C. Houdr'e
4. Ivan Nourdin
5. Giovanni Peccati
6. José E. Figueroa-López
7. Francis R. Bach

In Geometry and Topology

1. Iosif Pinelis
2. Nicolas Privault
3. C. Houdr'e

Citations in the corpus

• On the Bennett–Hoeffding inequality (2009, background): “9) with a better constant factor c, which is about 1% off the best possible one, was given in [47]; related inequalities were obtained in [8, 48].”
• On normal domination of (super)martingales (2005, background): “There is a great amount of literature on the measure concentration phenomenon, including treatments in terms of metrics other than `1; refer e.g. to Talagrand (34), Ledoux (16), Dembo (5), and Bobkov, Houdré and Götze (4).”
• Concentration and deviation inequalities in infinite dimensions via covariance representations (2002, methodology): “In particular, it was used in the Gaussian or more generally infinitely divisible cases in [4], [13].”