In mathematics and probability, the Borell–TIS inequality is a result bounding the probability of a deviation of the uniform norm of a centered Gaussian stochastic process above its expected value. The result is named for Christer Borell and its independent discoverers Boris Tsirelson, Ildar Ibragimov, and Vladimir Sudakov.
In mathematics and probability, the Borell–TIS inequality is a result bounding the probability of a deviation of the uniform norm of a centered Gaussian stochastic process above its expected value. The result is named for Christer Borell and its independent discoverers Boris Tsirelson, Ildar Ibragimov, and Vladimir Sudakov.
Source: Wikipedia "Borell–TIS inequality" · CC BY-SA 4.0
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