. . . "12085484"^^ . "1072438886"^^ . . . . . . . . . "2039"^^ . . . . "In probability theory, Slepian's lemma (1962), named after David Slepian, is a Gaussian comparison inequality. It states that for Gaussian random variables and in satisfying , the following inequality holds for all real numbers : or equivalently, While this intuitive-seeming result is true for Gaussian processes, it is not in general true for other random variables\u2014not even those with expectation 0. As a corollary, if is a centered stationary Gaussian process such that for all , it holds for any real number that"@en . "Slepian's lemma"@en . . . . . . "In probability theory, Slepian's lemma (1962), named after David Slepian, is a Gaussian comparison inequality. It states that for Gaussian random variables and in satisfying , the following inequality holds for all real numbers : or equivalently, While this intuitive-seeming result is true for Gaussian processes, it is not in general true for other random variables\u2014not even those with expectation 0. As a corollary, if is a centered stationary Gaussian process such that for all , it holds for any real number that"@en . . .