Upper functions for L_p-norms of Gaussian random fields

DOI10.3150/14-BEJ674MaRDI QIDQ265267zbMATH OpenOpenAlexFDO

Authors O. V. Lepski

Publication date 1 April 2016

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1311.4996, https://projecteuclid.org/euclid.bj/1447077760

zbMATH Keywords

Dudley's integralGaussian random fieldsmetric entropyupper functions

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60)

Abstract: In this paper we are interested in finding upper functions for a collection of random variables $$. Here $x{i}_{vech}(x),xin(-b,b{)}^d,dgeq1$ is a kernel-type gaussian random field and $|cdot{|}_p$ stands for $L_p$-norm on $(-b,b{)}^d$. The set $mathrmH$ consists of $d$-variate vector-functions defined on $(-b,b{)}^d$ and taking values in some countable net in $R_{+}^d$. We seek a non-random family $$ such that $$ where $alpha>0$ is prescribed level.

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Cited in

(6)

• A new approach to estimator selection
• Median and mean of the supremum of \(L^2\) normalized random holomorphic fields
• Upper functions for positive random functionals. I: General setting and Gaussian random functions
• Local and Global Upper Functions for Random Fields
• Upper bounds for supremums of the norms of the deviation between a homogeneous isotropic random field and its model
• Theory of adaptive estimation

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