Lower bound for the maximum of a stochastic process

DOI10.1007/BF02266701MaRDI QIDQ1905341zbMATH OpenFDO

Authors B. S. Kashin, L. A. Tsafriri

Publication date 1 February 1996

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02266701

zbMATH Keywords

expected valueRademacher functionssums of independent random variablestwo-sided bounds

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) (L^p)-limit theorems (60F25) Sums of independent random variables; random walks (60G50)

Review text

The authors extend a well-known result on Rademacher functions to functions bounded in \(L_3\)-norm, and show that if both \(\xi_j\) and \(\varphi_j (x)\) are independent random variables on possibly different spaces, and both of them are bounded in \(L_3\)-norm, then (on the product space) the expectation of the \(L_\infty\)-norm of the sum \(\sum^n_{j = 1} \xi_j \varphi_j (x)\) is bounded from below by a constant times \((n \log n)^{1/2}\). A major step in the proof is to establish a lower bound of \[ E [\max_{1 \leq u \leq n} |\sum^n_{j = 1} \xi_j \varphi_j (x_u) |], \] where \(x_u\) is a properly chosen sequence of points.

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Cites work

• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• Invertibility of ``large submatrices with applications to the geometry of Banach spaces and harmonic analysis
• Random Fourier Series with Applications to Harmonic Analysis. (AM-101)
• Some properties of trigonometric series whose terms have random signs

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(6)

• The stochastic lower bound
• Entropy and widths of multiplier operators on two-point homogeneous spaces
• A few remarks on sampling of signals with small spectrum
• scientific article; zbMATH DE number 2127745 (Why is no real title available?)
• Bounds on the expected maximum
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