Slepian's lemma
http://dbpedia.org/resource/Slepian's_lemma an entity of type: WikicatLemmas
In probability theory, Slepian's lemma (1962), named after David Slepian, is a Gaussian comparison inequality. It states that for Gaussian random variables and in satisfying , the following inequality holds for all real numbers : or equivalently, While this intuitive-seeming result is true for Gaussian processes, it is not in general true for other random variables—not even those with expectation 0. As a corollary, if is a centered stationary Gaussian process such that for all , it holds for any real number that
rdf:langString
rdf:langString
Slepian's lemma
xsd:integer
12085484
xsd:integer
1072438886
rdf:langString
In probability theory, Slepian's lemma (1962), named after David Slepian, is a Gaussian comparison inequality. It states that for Gaussian random variables and in satisfying , the following inequality holds for all real numbers : or equivalently, While this intuitive-seeming result is true for Gaussian processes, it is not in general true for other random variables—not even those with expectation 0. As a corollary, if is a centered stationary Gaussian process such that for all , it holds for any real number that
xsd:nonNegativeInteger
2039