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.
Citation
Sergey G. Bobkov. Friedrich Götze. Christian Houdré. "On Gaussian and Bernoulli covariance representations." Bernoulli 7 (3) 439 - 451, June 2001.
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