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
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