Expected supremum of a random linear combination of shifted kernels (Q692622)
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English | Expected supremum of a random linear combination of shifted kernels |
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Expected supremum of a random linear combination of shifted kernels (English)
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6 December 2012
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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, \(\operatorname{E}(S_n)\sim \sqrt{n\log n}\).
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expected supremum
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sinc function
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Gaussian and symmetric random variables
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