Preprint
Oct 2026
$L^p$ maximal inequalities for Gaussian subordination with applications to Breuer--Major--Donsker principles
In this paper, we establish an $L^2$ maximal inequality for partial sums of Gaussian-subordinated random variables. More precisely, let $f:\mathbb{R}\to\mathbb{R}$ belong to $L^2(\gamma)$ and have Hermite rank at least $d$, where $\gamma$ denotes the standard Gaussian measure. If the covariance matrix of the underlying...
D. Milesis, Guang-Qu Zheng
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