All Questions
1 question
2
votes
1
answer
439
views
Upper bound on the maxima of ratio of expectation of quantities under Gaussian measure
Let $\lambda,\eta >0$ be given, and $u:\mathbb{R}\rightarrow \mathbb{R}$ be a real valued function. Define
$$\Delta(u)= \frac{\int u(h) \exp(-\eta u(h))\exp(-\frac{\lambda}{2}h^2)~\mathrm{d}h}{\...