On a contraction property of Bernoulli canonical processes

Publication date 19 December 2019

Abstract: In this paper we improve Bernoulli comparison. The result works for independent Rademacher random variables

(v a r e p s i l o n_{i})_{i g e q 1}

and states that we can compare

m a t h b b E s u p_{t i n T} s u m_{i g e q 1} v a r p h i_{i} (t) v a r e p s i l o n_{i}

with

m a t h b b E s u p_{t i n T} s u m_{i g e q 1} t_{i} v a r e p s i l o n_{i}

, where a function

v a r p h i = (v a r p h i_{i})_{i g e q 1} : e l l^{2} s u p s e t T i g h t a r r o w e l l^{2}

, satisfies certain conditions. Originally, it is assumed that each of

v a r p h i_{i}

is a contraction. We relax this assumption towards comparison of Gaussian parts of increments, which can be described in the following way. For all

s, t i n T

,

p g e q 0

inf_{|I^c|leq Cp}sum_{iin I}|varphi_i(t)-varphi_i(s)|^2leq C^2inf_{|I^c|leq p}sum_{iin I}|t_i-s_i|^2,

where

C g e q 1

is an absolute constant and

I s u b s e t m a t h b b N

,

.

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