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 and states that we can compare with , where a function , satisfies certain conditions. Originally, it is assumed that each of is a contraction. We relax this assumption towards comparison of Gaussian parts of increments, which can be described in the following way. For all , where is an absolute constant and , .
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}
}
Comments
18 pages