# Tagged Questions

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### Small rectangle probability

Let $H$ be a Hilbert space and $\mu$ be a centered Gaussian measure on it. Also, let the eigenpair corresponding to $\mu$ be $(i^{-\alpha} , e_i)$ with $\alpha > 1$. Assume we have a ball of radius ...
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### Variance of continuous stochastic process

In the paper "Directed Information, Causal Estimation, and Communication in Continuous Time" the author show an example of continuous Gaussian Channel: Let $\{B_t\}$ be a standard Brownian motion and ...
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### Equation in the Gaussian Integers

Let $a,b \in \mathbb{N}$. Is there a possibility to characterize the solutions of $a N(\alpha) - b N(\beta)=1$ where $\alpha,\beta \in \mathbb{Z}[i]$? In particular I am interested in the case $a=1$ ...
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### Efficient evaluation of multidimensional kernel density estimate

Edit I have copied this discussion to the stats community site here, since I feel it is more relevant. Please feel free to close this in due course. I've seen a reasonable amount of literature about ...
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### Derive concentration bound for the derivative

It that true to conclude that if a random $f(z)$ is a sub-Gaussian random variable for a constant value of z, its derivative $f'(z)|_{z=k}$ with respect to variable $z$ is also sub-Gaussian? In ...
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### Concentration bound for $f(w) = w \times \sin wz$

I need to find an exponential bound for $P(|S_n - \mu| > \lambda)$ where $S_n = \frac{1}{D} \sum_{i=1}^D w_i \sin w_iz$ for a constant $z$, $E(S_n) = \mu$ and $w_i$ are drawn from the normal ...
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### Equivalence of Gaussian measures on Hilbert space

Suppose we have 2 nondegenerate Gaussian measures given by N(0,T) and N(0,S) supported on a separable Hilbert space H. T and S are such that eigenbasis of S lies in the cameron martin space of N(0,T)....
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### Angular distribution for Gaussian vector with non-zero mean

The angular central Gaussian distribution (ACG) is the distribution of $\frac{\mathbf{x}}{\|\mathbf{x}\|}$, when $\mathbf{x}\sim\mathcal{N}\left(\boldsymbol{0},\mathbf{A}\right)$, where $\mathbf{x}$ ...
### Lipschitz continuous maps from $\mathbb R^n$ to $\mathbb R^n$ that preserve Gaussian measure?
Let $\{X_i\}$ be an iid collection of standard normal $(N(0,1))$ random variables . Let $X = (X_1,\ldots,X_n)$, and consider a function of the form $f(X) = \max(A\cdot X)$, where $A$ is some symmetric,...