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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2017 Volume 457, Pages 101–113 (Mi znsl6439)

This article is cited in 2 papers

On an exponential functional for Gaussian processes and its geometric foundations

R. A. Vitale

Department of Statistics, University of Connecticut, Storrs, CT 06269-4120 USA

Abstract: After setting geometric notions, we revisit an exponential functional that has arisen in several contexts, with special attention to a set of geometric parameters and associated inequalities.

Key words and phrases: Alexandrov–Fenchel inequality, Brunn–Minkowski theory, deviation bound, Gaussian process, intrinsic volume, isonormal Gaussian process, Itô–Nisio, logconcavity, Minkowski functional, mixed volume, oscillation, quermassintegral, Steiner formula, supremum, ultra-logconcavity, Wills functional.

UDC: 519.2

Received: 24.07.2017

Language: English


 English version:
Journal of Mathematical Sciences (New York), 2019, 238:4, 406–414


© Steklov Math. Inst. of RAS, 2025