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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.

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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