English

Suprema of canonical Weibull processes

Probability 2015-09-17 v2

Abstract

In this note we investigate the problem of bounding the suprema of canonical processes based on r.v.s with tails exp(tr)\exp{(-t^r)}, where 0<r10<r \le 1. We propose a method using non-increasing rearrangement that provides a two-sided bound.

Keywords

Cite

@article{arxiv.1503.06252,
  title  = {Suprema of canonical Weibull processes},
  author = {Robert Bogucki},
  journal= {arXiv preprint arXiv:1503.06252},
  year   = {2015}
}

Comments

13 pages