English

On weakly bounded empirical processes

Probability 2007-05-23 v1

Abstract

Let FF be a class of functions on a probability space (Ω,μ)(\Omega,\mu) and let X1,...,XkX_1,...,X_k be independent random variables distributed according to μ\mu. We establish high probability tail estimates of the form supfF{i:f(Xi)t}\sup_{f \in F} |\{i : |f(X_i)| \geq t \} using a natural parameter associated with FF. We use this result to analyze weakly bounded empirical processes indexed by FF and processes of the form Zf=k1i=1kfp(Xi)\EfpZ_f=|k^{-1}\sum_{i=1}^k |f|^p(X_i)-\E|f|^p| for p>1p>1. We also present some geometric applications of this approach, based on properties of the random operator Γ=k1/2i=1k\inrXi,ei\Gamma=k^{-1/2}\sum_{i=1}^k \inr{X_i,\cdot}e_i, where the (Xi)i=1k(X_i)_{i=1}^k are sampled according to an isotropic, log-concave measure on Rn\R^n.

Keywords

Cite

@article{arxiv.math/0512554,
  title  = {On weakly bounded empirical processes},
  author = {Shahar Mendelson},
  journal= {arXiv preprint arXiv:math/0512554},
  year   = {2007}
}