Donsker classes and random geometry

DOI10.1214/AOP/1176991979MaRDI QIDQ1098482zbMATH OpenOpenAlexFDO

Authors Michel Talagrand

Publication date 1987

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176991979

zbMATH Keywords

central limit theoremsempirical processesfunctional Donsker classes

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Asymptotic distribution theory in statistics (62E20)

Review text

Let \({\mathcal F}\) be a class of square integrable functions. The empirical process indexed by \({\mathcal F}\) is investigated. The paper presents a refinement of the results of \textit{E. Giné} and \textit{J. Zinn}, Ann. Probab. 12, 929-989 (1984; Zbl 0553.60037), concerning the CLT under random entropy conditions. Necessary and sufficient conditions are found. They mean that the trace of \({\mathcal F}\) on a random sample is a small (for the \(\ell^ 1\) norm) perturbation of a set which is nice for the \(\ell^ 2\) norm.

Recommendations

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Cited in

(14)

• Gaussian approximation of the empirical process under random entropy conditions
• Donsker classes of sets
• Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions
• Constructions of majorizing measures, Bernoulli processes and cotype
• Sphere packing numbers for subsets of the Boolean \(n\)-cube with bounded Vapnik-Chervonenkis dimension
• The central limit theorem and the law of iterated logarithm for empirical processes under local conditions
• Weak convergence for the row sums of a triangular array of empirical processes under bracketing conditions
• VC bounds on the cardinality of nearly orthogonal function classes
• Random models and solvable Skolem classes
• Ergodic Regularity of Some Donsker Classes
• scientific article; zbMATH DE number 1409905 (Why is no real title available?)
• Classes de Donsker et fonctions d'entropie relatives aux mesures aléatoires. (Donsker classes and entropy function for random measures)
• Combinatorics, probability and computing. Abstracts from the workshop held April 24--30, 2022
• On a conjecture of Talagrand on selector processes and a consequence on positive empirical processes

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