An error bound in the Sudakov-Fernique inequality

Details An error bound in the Sudakov-Fernique inequality An error bound in the Sudakov-Fernique inequality

2005-10-20

arxiv.org/abs/math/0510424v1

Mathematics

Probability

This will appear as a theorem in Robert Adler's new book with Jonathan Taylor on gaussian processes; will not be submitted to

Scientific paper

We obtain an asymptotically sharp error bound in the classical
Sudakov-Fernique comparison inequality for finite collections of gaussian
random variables. Our proof is short and self-contained, and gives an easy
alternative argument for the classical inequality, extended to the case of
non-centered processes.

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