Expected supremum of a random linear combination of shifted kernels

DOI10.1007/S00041-012-9218-5MaRDI QIDQ692622zbMATH OpenOpenAlexFDO

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)

Full work available at URL https://arxiv.org/abs/1208.5281, https://resolver.caltech.edu/CaltechAUTHORS:20121115-101446778

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)

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.

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Cites work

• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• scientific article; zbMATH DE number 898105 (Why is no real title available?)
• On a new law of large numbers
• On the peak-to-average power ratio reduction problem for orthogonal transmission schemes
• Probability Inequalities for Sums of Bounded Random Variables

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