Corpus ID: 237941038

The discrepancy between min-max statistics of Gaussian and Gaussian-subordinated matrices

  title={The discrepancy between min-max statistics of Gaussian and Gaussian-subordinated matrices},
  author={Giovanni Peccati and Nicola Turchi},
We compute quantitative bounds for measuring the discrepancy between the distribution of two min-max statistics involving either pairs of Gaussian random matrices, or one Gaussian and one Gaussian-subordinated random matrix. In the fully Gaussian setup, our approach allows us to recover quantitative versions of well-known inequalities by Gordon (1985, 1987, 1992), thus generalising the quantitative version of the Sudakov-Fernique inequality deduced in Chatterjee (2005). On the other hand, the… Expand


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