Expected supremum of a random linear combination of shifted kernels (Q692622): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: On the Peak-to-Average Power Ratio Reduction Problem for Orthogonal Transmission Schemes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On a new law of large numbers / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Probability Inequalities for Sums of Bounded Random Variables / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4883996 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3997990 / rank | |||
Normal rank |
Latest revision as of 23:42, 5 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Expected supremum of a random linear combination of shifted kernels |
scientific article |
Statements
Expected supremum of a random linear combination of shifted kernels (English)
0 references
6 December 2012
0 references
The quantity \[ S_n := \sup_{t\in \mathbb{R}} \left| \sum_{k=1}^{n} a_k \frac{\sin \pi(t-k)}{\pi(t-k)}\right| \] is considered, where \((a_k)_{k=1}^\infty\) are random variables. It is proved that, if these random variables are Gaussian, then \(\operatorname{E}(S_n)\sim \sqrt{\log n}\). Moreover, if the random variables are symmetric, then \(\operatorname{E}(S_n)\sim \log\log n\). It was already known that, for a uniformly bounded orthonormal system, \(\operatorname{E}(S_n)\sim \sqrt{n\log n}\).
0 references
expected supremum
0 references
sinc function
0 references
Gaussian and symmetric random variables
0 references
0 references