scientific article; zbMATH DE number 1409910
For an Orlicz \(N\)-function \(\varphi(x)\) a notion of jointly \(\overline{\text{Sub}}_\varphi(\Omega)\) random variables is introduced: a sequence of random variables \(\{\xi_k\}\in \overline{\text{Sub}}_\varphi(\Omega)\) iff \(E\xi_k=0\) and \(\forall u_1,\ldots,u_n,\ldots\in R\) the following inequalities holds true \[ E\exp \Biggl\{\sum_{k=1}^\infty u_k\xi_k\Biggr\}\leq \exp\Biggl\{\varphi \Biggl( \biggl(\sum_{k,l=1}^\infty u_k u_l E\xi_k\xi_l\biggr)^{1/2} \Biggr)\Biggr\}. \] If \(\varphi(x)=x^2/2\), then \(\overline{\text{Sub}}_\varphi(\Omega)\) is the class of strictly sub-Gaussian random variables. For sums \(S_m^n(t)=\sum_{k=m}^n\xi_k g_k(t),\) where \(\{\xi_k\}\in \overline{\text{Sub}}_\varphi(\Omega)\) and \(g_k(t)\) are some functions on \(T\subseteq R^d\), inequalities of the type \[ P\Bigl\{\sup_{t\in T}|c(t)S_m^\infty(t)|>x\Bigr\}\leq D_0\exp\{-\varphi^s(D_1 x+D_2)\} \] are proved. In these inequalities \(c(t)\) is a fixed function and \(\varphi^s (x)\) is the complementary function to the \(N\)-function \(\varphi (x)\). The method of majorizing measures is used to prove the inequalities. Some applications to the boundary-value problems for hyperbolic differential equations with random initial conditions are announced to be presented in the second part of the paper.
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