On weakly bounded empirical processes
Probability
2007-05-23 v1
Abstract
Let be a class of functions on a probability space and let be independent random variables distributed according to . We establish high probability tail estimates of the form using a natural parameter associated with . We use this result to analyze weakly bounded empirical processes indexed by and processes of the form for . We also present some geometric applications of this approach, based on properties of the random operator , where the are sampled according to an isotropic, log-concave measure on .
Cite
@article{arxiv.math/0512554,
title = {On weakly bounded empirical processes},
author = {Shahar Mendelson},
journal= {arXiv preprint arXiv:math/0512554},
year = {2007}
}