Michel Weber

collaborators

3 papers

math.PR2026

Moderate deviations of suprema of Gaussian processes A cyclic approximation criterion

Michel Weber

We study moderate deviations of suprema of parametrized sequences of sample bounded Gaussian processes ${X_{x} (t), t \in T_{x}}$ , and first present recent sharp bounds in simple cas…

math.PR2025

A general correlation inequality for level sets of sums of independent random variables using the Bernoulli part with applications to the almost sure local limit theorem

Michel J. G. Weber

Let $X = {X_{j}, j \geq 1}$ be a sequence of independent, square integrable variables taking values in a common lattice $L (v_{0}, D) = {v_{k} = v_{0} + D k, k \in Z}$ . Let $…

math.PR2025

A general decoupling inequality for finite Gaussian vectors

Michel Weber

We use Matrix Analysis to prove a general decoupling inequality for finite Gaussian vectors, in identifying a new region of the inherent $p$ exponent, for the validity of this one.