Exponential integrability in Gauss space
Exponential integrability in Gauss space
Talagrand showed that finiteness of ޅ e |∇ f (X )| 2 /2 implies finiteness of ޅ e f (X ޅ-) f (X ) , where X is the standard Gaussian vector in ޒ n and f is a smooth function.However, in this paper we show that finiteness of ޅ …