%0 Journal Article %1 chatterjee2005error %A Chatterjee, Sourav %D 2005 %K inequality mathematics probability readings %T An error bound in the Sudakov-Fernique inequality %U http://arxiv.org/abs/math/0510424 %X 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.

@article{chatterjee2005error, abstract = {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.}, added-at = {2019-12-03T23:33:51.000+0100}, author = {Chatterjee, Sourav}, biburl = {https://www.bibsonomy.org/bibtex/2d03e0ecf98f07bc9b41ece18e30e35c0/kirk86}, description = {[math/0510424] An error bound in the Sudakov-Fernique inequality}, interhash = {25a51dbc610bdae6516fc7bd5c9cbc32}, intrahash = {d03e0ecf98f07bc9b41ece18e30e35c0}, keywords = {inequality mathematics probability readings}, note = {cite arxiv:math/0510424Comment: This will appear as a theorem in Robert Adler's new book with Jonathan Taylor on gaussian processes; will not be submitted to any journal in its present form}, timestamp = {2019-12-03T23:33:51.000+0100}, title = {An error bound in the Sudakov-Fernique inequality}, url = {http://arxiv.org/abs/math/0510424}, year = 2005 }