### Category: Gaussian Processes

### Slepian and Gordon Theorems with application

In this post, we present two important results of the field of Gaussian Processes: the Slepian and Gordon Theorems. For both of them, we illustrate their power giving specific applications to random matrix theory. More precisely, we derive bounds on the expected operator norm of gaussian matrices. 1. Slepian’s Theorem and application Theorem (Slepian Fernique