Author/Authors :
Szekely، Gabor J. نويسنده , , Bakirov، Nail K. نويسنده ,
Abstract :
Denote by Q an arbitrary positive semidefinite quadratic form in centered Gaussian random variables such that E(Q)=1. We prove that for an arbitrary x>0, inf QP(Qx(1)=1.5364…, n=2 iff x(element of)[x(2),x(1)], where x(2)=1.2989…, etc., n(x)
Keywords :
Function algebra , Toeplitz representation , C^*-algebra
Journal title :
PROBABILITY THEORY AND RELATED FIELDS
Journal title :
PROBABILITY THEORY AND RELATED FIELDS