Bounding suprema of canonical processes via convex hull
Probability
2024-05-24 v1
Abstract
We discuss the method of bounding suprema of canonical processes based on the inclusion of their index set into a convex hull of a well-controlled set of points. While the upper bound is immediate, the reverse estimate was established to date only for a narrow class of regular stochastic processes. We show that for specific index sets, including arbitrary ellipsoids, regularity assumptions may be substantially weakened.
Keywords
Cite
@article{arxiv.2204.09463,
title = {Bounding suprema of canonical processes via convex hull},
author = {Rafał Latała},
journal= {arXiv preprint arXiv:2204.09463},
year = {2024}
}
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18 pages