An isoperimetric property of exponential distributions with respect to the supremum distance in $\mathbb{R}^n$ is proved and applied to stochastic processes linearly generated by i.i.d. positive random values.
Publié le : 1994-04-14
Classification:
Isoperimetry,
large deviations,
60G70
@article{1176988737,
author = {Bobkov, S. G.},
title = {Isoperimetric Inequalities for Distributions of Exponential Type},
journal = {Ann. Probab.},
volume = {22},
number = {4},
year = {1994},
pages = { 978-994},
language = {en},
url = {http://dml.mathdoc.fr/item/1176988737}
}
Bobkov, S. G. Isoperimetric Inequalities for Distributions of Exponential Type. Ann. Probab., Tome 22 (1994) no. 4, pp. 978-994. http://gdmltest.u-ga.fr/item/1176988737/