A multidimensional version of noise stability
classification
🧮 math.PR
keywords
borellnoisestabilityconsequenceexitgaussiangeneralizationgive
read the original abstract
We give a multivariate generalization of Borell's noise stability theorem for Gaussian vectors. As a consequence we recover two inequalities, also due to Borell, for exit times of the Ornstein-Uhlenbeck process.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.