Suprema of canonical Weibull processes

DOI10.1016/J.SPL.2015.09.002zbMATH Open1356.60027arXiv1503.06252OpenAlexW1848865379MaRDI QIDQ900960FDOQ900960

Authors: Robert Bogucki 

Publication date: 23 December 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: In this note we investigate the problem of bounding the suprema of canonical processes based on r.v.s with tails $exp(-t^r)$, where $0<rle1$. We propose a method using non-increasing rearrangement that provides a two-sided bound.

Full work available at URL: https://arxiv.org/abs/1503.06252

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zbMATH Keywords

Weibull distributiongeneric chaininglog-convex tailssupremum of stochastic process

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Inequalities; stochastic orderings (60E15)

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• The Supremum of Some Canonical Processes
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Cited In (2)

• Bounding suprema of canonical processes via convex hull
• From \(p\)-Wasserstein bounds to moderate deviations

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