The size of diagonal two-order Gaussian chaoses

DOI10.1016/S0167-7152(00)00135-8MaRDI QIDQ5933634zbMATH OpenOpenAlexWikidataFDO

Authors Paul-Bernd Heinrich

Publication date 23 June 2002

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

Full work available at URL https://doi.org/10.1016/s0167-7152(00)00135-8

zbMATH Keywords

diagonal Gaussian chaos of order twomajorizing measure boundssample boundednesssample continuity

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic processes (60G99)

Review text

By decoupling, comparison to a double exponential series and application of a theorem of Talagrand, an exact two sided inequality, in terms of majorizing measures for the sup and the \(L_2\) distances, is proved for \(E\sup_{s,t\in T}|X(s)- X(t)|\), where \(X(t)= \sum_i a_i(t)(g^2_i- 1)\), \(t\in T\), is a diagonal second-order chaos process.

Recommendations

• Estimates of moments and tails of Gaussian chaoses
• Moments of Gaussian chaoses in Banach spaces
• Sudakov-type minoration for Gaussian chaos processes
• Large extremes of Gaussian chaos processes
• scientific article; zbMATH DE number 897215

Cites work

• A general lower bound for Gaussian chaos
• A sufficient condition for the continuity of high order Gaussian chaos processes
• Characterization of the law of the iterated logarithm in Banach spaces
• scientific article; zbMATH DE number 897215 (Why is no real title available?)
• On decoupling, series expansions, and tail behavior of chaos processes
• The Supremum of Some Canonical Processes

Cited in

(1)

• Sudakov-type minoration for Gaussian chaos processes

This page was built for publication: The size of diagonal two-order Gaussian chaoses

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5933634)