Random Gaussian sums on trees
Probability
2012-12-04 v1
Abstract
Let be a tree with induced partial order . We investigate centered Gaussian processes represented as for given weight functions and on and with i.i.d. standard normal. In a first part we treat general trees and weights and derive necessary and sufficient conditions for the a.s. boundedness of in terms of compactness properties of . Here is a special metric defined via and , which, in general, is not comparable with the Dudley metric generated by . In a second part we investigate the boundedness of for the binary tree and for homogeneous weights. Assuming some mild regularity assumptions about we completely characterize weights and with being a.s. bounded.
Keywords
Cite
@article{arxiv.1012.2683,
title = {Random Gaussian sums on trees},
author = {Mikhail Lifshits and Werner Linde},
journal= {arXiv preprint arXiv:1012.2683},
year = {2012}
}