A note on suprema of canonical processes based on random variables with regular moments

DOI10.1214/EJP.v20-3625zbMath1327.60050arXiv1406.6584OpenAlexW2114928854MaRDI QIDQ2515902

Rafał Latała, Tomasz Tkocz

Publication date: 7 August 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.6584

zbMATH Keywords

chaining methodssuprema of stochastic processesSudakov minoration principle

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Sample path properties (60G17)

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Two-sided moment estimates for a class of nonnegative chaoses ⋮ Upper bounds on product and multiplier empirical processes ⋮ Sudakov-type minoration for log-concave vectors ⋮ Bounds for Stochastic Processes on Product Index Spaces ⋮ Sudakov minoration for products of radial-type log-concave measures ⋮ Bounding suprema of canonical processes via convex hull ⋮ Suprema of canonical Weibull processes ⋮ COMPARISON OF WEAK AND STRONG MOMENTS FOR VECTORS WITH INDEPENDENT COORDINATES ⋮ Estimates of norms of log-concave random matrices with dependent entries ⋮ On the convex infimum convolution inequality with optimal cost function ⋮ On a contraction property of Bernoulli canonical processes

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