• Title of article

    Extremal probabilities for Gaussian quadratic forms

  • Author/Authors

    Szekely، Gabor J. نويسنده , , Bakirov، Nail K. نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    -183
  • From page
    184
  • To page
    0
  • Abstract
    Denote by Q an arbitrary positive semidefinite quadratic form in centered Gaussian random variables such that E(Q)=1. We prove that for an arbitrary x>0, inf QP(Qx(1)=1.5364…, n=2 iff x(element of)[x(2),x(1)], where x(2)=1.2989…, etc., n(x)
  • Keywords
    Function algebra , Toeplitz representation , C^*-algebra
  • Journal title
    PROBABILITY THEORY AND RELATED FIELDS
  • Serial Year
    2003
  • Journal title
    PROBABILITY THEORY AND RELATED FIELDS
  • Record number

    73129