English

Upper functions for $L_p$-norm of gaussian random fields

Probability 2013-11-21 v1

Abstract

In this paper we are interested in finding upper functions for a collection of random variables {ξhp,hH},1p<\big\{\big\|\xi_{\vec{h}}\big\|_p, \vec{h}\in\mathrm{H}\big\}, 1\leq p<\infty. Here ξh(x),x(b,b)d,d1\xi_{\vec{h}}(x), x\in(-b,b)^d, d\geq 1 is a kernel-type gaussian random field and p\|\cdot\|_p stands for LpL_p-norm on (b,b)d(-b,b)^d. The set H\mathrm{H} consists of dd-variate vector-functions defined on (b,b)d(-b,b)^d and taking values in some countable net in R+dR^d_+. We seek a non-random family {Ψα(h),    hH}\left\{\Psi_\alpha\big(\vec{h}\big),\;\;\vec{h}\in\mathrm{H}\right\} such that E{suphH[ξhpΨα(h)]+}qαq,  q1, E\big\{\sup_{\vec{h}\in\mathrm{H}}\big[\big\|\xi_{\vec{h}}\big\|_p-\Psi_\alpha\big(\vec{h}\big)\big]_+\big\}^q\leq \alpha^q,\; q\geq 1, where α>0\alpha>0 is prescribed level.

Cite

@article{arxiv.1311.4996,
  title  = {Upper functions for $L_p$-norm of gaussian random fields},
  author = {O. Lepski},
  journal= {arXiv preprint arXiv:1311.4996},
  year   = {2013}
}
R2 v1 2026-06-22T02:11:04.673Z