English

Upper bounds on product and multiplier empirical processes

Probability 2015-10-05 v2

Abstract

We study two empirical process of special structure: firstly, the centred multiplier process indexed by a class FF, fi=1N(ξif(Xi)\Eξf)f \to \left|\sum_{i=1}^N (\xi_i f(X_i) - \E \xi f)\right|, where the i.i.d. multipliers (ξi)i=1N(\xi_i)_{i=1}^N need not be independent of (Xi)i=1N(X_i)_{i=1}^N, and secondly, (f,h)i=1N(f(Xi)h(Xi)\Efh)(f,h) \to \left|\sum_{i=1}^N (f(X_i)h(X_i)-\E f h) \right|, the centred product process indexed by the classes FF and HH. We use chaining methods to obtain high probability upper bounds on the suprema of the two processes using a natural variation of Talagrand's γ\gamma-functionals.

Cite

@article{arxiv.1410.8003,
  title  = {Upper bounds on product and multiplier empirical processes},
  author = {Shahar Mendelson},
  journal= {arXiv preprint arXiv:1410.8003},
  year   = {2015}
}
R2 v1 2026-06-22T06:40:17.470Z