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

DOI10.1214/EJP.V20-3625MaRDI QIDQ2515902zbMATH OpenOpenAlexFDO

Authors 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)

Abstract: We derive two-sided bounds for expected values of suprema of canonical processes based on random variables with moments growing regularly. We also discuss a Sudakov-type minoration principle for canonical processes.

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Cited in

(13)

• The suprema of infinitely divisible processes
• Estimates of norms of log-concave random matrices with dependent entries
• Bounding suprema of canonical processes via convex hull
• Sudakov minoration for products of radial-type log-concave measures
• Bounds for stochastic processes on product index spaces
• On a contraction property of Bernoulli canonical processes
• Chevet-type inequalities for subexponential Weibull variables and estimates for norms of random matrices
• 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
• Suprema of canonical Weibull processes
• On the convex infimum convolution inequality with optimal cost function
• COMPARISON OF WEAK AND STRONG MOMENTS FOR VECTORS WITH INDEPENDENT COORDINATES

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