Expected supremum of a random linear combination of shifted kernels

DOI10.1007/S00041-012-9218-5zbMATH Open1262.60045arXiv1208.5281OpenAlexW2007584513MaRDI QIDQ692622FDOQ692622

Authors: Holger Boche, Brendan Farrell, Michel Ledoux, Moritz Wiese 

Publication date: 6 December 2012

Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)

Abstract: We address the expected supremum of a linear combination of shifts of the sinc kernel with random coefficients. When the coefficients are Gaussian, the expected supremum is of order sqrt{log n}, where n is the number of shifts. When the coefficients are uniformly bounded, the expected supremum is of order loglog n. This is a noteworthy difference to orthonormal functions on the unit interval, where the expected supremum is of order sqrt{nlog n} for all reasonable coefficient statistics.

Full work available at URL: https://arxiv.org/abs/1208.5281

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zbMATH Keywords

sinc functionexpected supremumGaussian and symmetric random variables

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Probabilistic methods for one variable harmonic analysis (42A61)

Cites Work

• Title not available (Why is that?)
• Probability Inequalities for Sums of Bounded Random Variables
• On a new law of large numbers
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• On the peak-to-average power ratio reduction problem for orthogonal transmission schemes

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