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An application of Brascamp-Lieb's inequality (1810.04402v1)
Published 10 Oct 2018 in math.PR
Abstract: We use Brascamp-Lieb's inequality to obtain new decoupling inequalities for general Gaussian vectors, and for stationary cyclic Gaussian processes. In the second case, we use a version by Bump and Diaconis of the strong Szego limit theorem. This extends results of Klein, Landau and Shucker.
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