Ang Wei
University of Rochester
Title: A Gaussian inequality and the multivariate Gaussian estimation

We introduce an inequality on the expectation of absolute value of Gaussian product, which is related with the permanent of covariance matrix. This inequality is used to obtain estimates for various types of Gaussian variables. Other results and conjectures on the multivariate Gaussian estimation will also be discussed.
©2009, Department of Mathematical Sciences
Last Modified: Oct 25, 2009