English

Averaged deviations of Orlicz processes and majorizing measures

Probability 2016-11-21 v1

Abstract

This paper is devoted to investigation of supremum of averaged deviations X(t)f(t)T(X(u)f(u))dμ(u)/μ(T)|X(t)-f(t)-\int_{\mathbb {T}}(X(u)-f(u))\,\mathrm {d}\mu(u)/\mu(\mathbb {T})| of a stochastic process from Orlicz space of random variables using the method of majorizing measures. An estimate of distribution of supremum of deviations X(t)f(t)|X(t)-f(t)| is derived. A special case of the LqL_q space is considered. As an example, the obtained results are applied to stochastic processes from the L2L_2 space with known covariance functions.

Cite

@article{arxiv.1611.06002,
  title  = {Averaged deviations of Orlicz processes and majorizing measures},
  author = {Rostyslav Yamnenko},
  journal= {arXiv preprint arXiv:1611.06002},
  year   = {2016}
}

Comments

Published at http://dx.doi.org/10.15559/16-VMSTA64 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)

R2 v1 2026-06-22T16:56:46.002Z