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On a contraction property of Bernoulli canonical processes

Probability 2019-04-03 v2

Abstract

In this paper we improve Bernoulli comparison. The result works for independent Rademacher random variables (εi)i1(\varepsilon_i)_{i\geq1} and states that we can compare EsuptTi1φi(t)εi\mathbb{E}\sup_{t\in T}\sum_{i\geq1}\varphi_{i}(t)\varepsilon_i with EsuptTi1tiεi\mathbb{E}\sup_{t\in T}\sum_{i\geq1}t_i\varepsilon_i, where a function φ=(φi)i1:2T2\varphi=(\varphi_i)_{i\geq1}: \ell^2\supset T\rightarrow\ell^2, satisfies certain conditions. Originally, it is assumed that each of φi\varphi_i is a contraction. We relax this assumption towards comparison of Gaussian parts of increments, which can be described in the following way. For all s,tTs,t\in T, p0p\geq 0 infIcCpiIφi(t)φi(s)2C2infIcpiItisi2, \inf_{|I^c|\leq Cp}\sum_{i\in I}|\varphi_i(t)-\varphi_i(s)|^2\leq C^2\inf_{|I^c|\leq p}\sum_{i\in I}|t_i-s_i|^2, where C1C\geq 1 is an absolute constant and INI\subset\mathbb{N}, Ic=N\II^c=\mathbb{N}\backslash I.

Keywords

Cite

@article{arxiv.1812.04399,
  title  = {On a contraction property of Bernoulli canonical processes},
  author = {Witold Bednorz and Rafał Martynek},
  journal= {arXiv preprint arXiv:1812.04399},
  year   = {2019}
}

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18 pages