Supremum concentration inequality and modulus of continuity for sub-nth chaos processes

DOI10.1016/J.JFA.2007.03.019MaRDI QIDQ2373795zbMATH OpenOpenAlexFDO

Authors Frederi Viens, Andrew B. Vizcarra

Publication date 16 July 2007

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jfa.2007.03.019

zbMATH Keywords

Borell-Sudakov inequalityconcentrationDudley-Fernique theoremMalliavin derivativestochastic analysissub-Gaussian processsuprema of processesWiener chaos

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sample path properties (60G17) Random fields (60G60) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Cited in

(16)

• Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise
• Minimax theorems for American options without time-consistency
• Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise
• Lower bound for local oscillations of Hermite processes
• Gaussian and non-Gaussian processes of zero power variation
• Whittaker-Kotel'nikov-Shannon approximation of -sub-Gaussian random processes
• Some applications of the Malliavin calculus to sub-Gaussian and non-sub-Gaussian random fields
• The Bernstein-Orlicz norm and deviation inequalities
• scientific article; zbMATH DE number 1149771 (Why is no real title available?)
• New concentration inequalities for suprema of empirical processes
• Berry-Esseen bounds for parameter estimation of general Gaussian processes
• Well-posedness of the deterministic transport equation with singular velocity field perturbed along fractional Brownian paths
• Besov-Orlicz path regularity of non-Gaussian processes
• Smoothness and asymptotic estimates of densities for SDEs with locally smooth coefficients and applications to square root-type diffusions
• Stein's Lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent
• Sharp asymptotics for the partition function of some continuous-time directed polymers

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