Related papers: Suprema of canonical Weibull processes

We discuss the method of bounding suprema of canonical processes based on the inclusion of their index set into a convex hull of a well-controlled set of points. While the upper bound is immediate, the reverse estimate was established to…

We derive two-sided bounds for expected values of suprema of canonical processes based on random variables with moments growing regularly. We also discuss a Sudakov-type minoration principle for canonical processes.

In this paper, we prove exponential tail bounds for canonical (or degenerate) $U$-statistics and $U$-processes under exponential-type tail assumptions on the kernels. Most of the existing results in the relevant literature often assume…

We modify Talagrand's generic chaining method to obtain upper bounds for all p-th moments of the supremum of a stochastic process. These bounds lead to an estimate for the upper tail of the supremum with optimal deviation parameters. We…

To consider a high-dimensional random process, we propose a notion about stochastic tensor-valued random process (TRP). In this work, we first attempt to apply a generic chaining method to derive tail bounds for all p-th moments of the…

We consider a multivariate distributional recursion of sum-type as arising in the probabilistic analysis of algorithms and random trees. We prove an upper tail bound for the solution using Chernoff's bounding technique by estimating the…

We give a dual, separated-tree formulation of Latala's majorizing measure theorem for canonical processes with log-concave tails. Under the same assumptions as in Latala's characterization, we introduce parameterized separation trees and…

We obtain an upper bound on the expected supremum of a Bernoulli process indexed by the image of an index set under a uniformly Lipschitz function class in terms of properties of the index set and the function class, extending an earlier…

We study tails of the supremum of a perturbed random walk under regime which was not yet considered in the literature. Our approach is based on a new renewal theorem, which is of independent interest. We obtain first and second order…

Let $\pa{X_{t}}_{t\in T}$ be a family of real-valued centered random variables indexed by a countable set $T$. In the first part of this paper, we establish exponential bounds for the deviation probabilities of the supremum $Z=\sup_{t\in…

We extend the recent result of Park and Pham concerning the positive selector process to canonical processes generated by i.i.d. nonnegative random variables satisfying minimal tail assumptions. We also provide a result of the same nature…

We present in detail two resummation methods emerging from the application of the Simplified Differential Equations approach to a canonical basis of master integrals. The first one is a method which allows for an easy determination of the…

We prove new lower bounds for the upper tail probabilities of suprema of Gaussian processes. Unlike many existing bounds, our results are not asymptotic, but supply strong information when one is only a little into the upper tail. We…

Given a stable L\'{e}vy process $X=(X_t)_{0\le t\le T}$ of index $\alpha\in(1,2)$ with no negative jumps, and letting $S_t=\sup_{0\le s\le t}X_s$ denote its running supremum for $t\in [0,T]$, we consider the optimal prediction problem…

This is a companion paper to our recent work [9], where we studied the interior Bernoulli free boundary for the infinity Laplacian. Here we consider its variational side, which corresponds to the supremal version of the Alt--Caffarelli…

A new primal-dual algorithm is presented for solving a class of non-convex minimization problems. This algorithm is based on canonical duality theory such that the original non-convex minimization problem is first reformulated as a…

First, we prove tight bounds of $n 2^{\frac{1}{(t-2)!}\alpha(n)^{t-2} \pm O(\alpha(n)^{t-3})}$ on the extremal function of the forbidden pair of ordered sequences $(1 2 3 \ldots k)^t$ and $(k \ldots 3 2 1)^t$ using bounds on a class of…

We study the upper tail of the number of arithmetic progressions of a given length in a random subset of {1,...,n}, establishing exponential bounds which are best possible up to constant factors in the exponent. The proof also extends to…

In this paper, we study the asymptotic distribution of the maxima of suprema of dependent Gaussian processes with trend. For different scales of the time horizon we obtain different normalizing functions for the convergence of the maxima.…

In this paper a technique is given to recover the classical order of the method when explicit exponential Runge-Kutta methods integrate reaction-diffusion problems. Although methods of high stiff order for problems with vanishing boundary…