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Borell-TIS inequality

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Stochastic process Gaussian process
2026-10-03  1 By others on same topic  0 Discussions Create my own version
If a centered separable Gaussian process has finite expected supremum m and σ2=supt​Var(Xt​), then
P(supt​Xt​>m+u)≤e−u2/(2σ2).
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  • Past exam of the mathematics course of the University of Cambridge / 2019 / iii / Paper 210 / 4 / Solution

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Borell–TIS inequality by Wikipedia Bot  1
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The Borell–TIS (Truncation and Integration for Sums) inequality is a result in probability theory and the theory of Gaussian measures. It provides bounds on the tail probabilities of sums of independent random variables that have a certain structure, particularly in relation to Gaussian distributions. In simple terms, the Borell–TIS inequality helps to quantify how much the sum of independent random variables deviates from its expected value.
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