Suprema of canonical Weibull processes

DOI10.1016/J.SPL.2015.09.002MaRDI QIDQ900960zbMATH OpenOpenAlexFDO

Authors Robert Bogucki

Publication date 23 December 2015

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

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

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)

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.

Recommendations

• A note on suprema of canonical processes based on random variables with regular moments
• The Supremum of Some Canonical Processes
• Unilateral estimate for the supremum distribution of certain processes
• Sur la loi du sup de certains processus gaussiens non bornés
• The suprema of infinitely divisible processes

Cites work

• scientific article; zbMATH DE number 4135129 (Why is no real title available?)
• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• scientific article; zbMATH DE number 3518027 (Why is no real title available?)
• scientific article; zbMATH DE number 1014176 (Why is no real title available?)
• A note on suprema of canonical processes based on random variables with regular moments
• On generic chaining and the smallest singular value of random matrices with heavy tails
• Regularity of Gaussian processes
• Sudakov minoration principle and supremum of some processes
• The Supremum of Some Canonical Processes
• Upper and lower bounds for stochastic processes. Modern methods and classical problems

Cited in

(4)

• A note on suprema of canonical processes based on random variables with regular moments
• Bounding suprema of canonical processes via convex hull
• From \(p\)-Wasserstein bounds to moderate deviations
• On log-concave-tailed chaoses and the restricted isometry property

This page was built for publication: Suprema of canonical Weibull processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q900960)