On weakly bounded empirical processes (Q2471759)

Let \(X_1,\ldots,X_k\) be independent and identically distributed random variables with sample space \(\Omega\), and let \(F\) be a class of functions defined on \(\Omega\). The main result is an upper bound on \(\sup_{f\in F}| \{i:| f(X_i)| \geq t\}| \) for every \(t>0\) which holds with probability close to one. The bound depends on certain geometric characteristics of \(F\). The result is used to analyze \(\sup_{f\in F}\big| k^{-1}\sum_{i=1}^k| f| ^p(X_i)-E| f| ^p\big| \) for \(p>1\) in terms of the geometry of \(F\). Geometric applications are given when \(X_1,\dots,X_k\) are sampled from an isotropic, log-concave measure on \(R^n\).