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 of a stochastic process from Orlicz space of random variables using the method of majorizing measures. An estimate of distribution of supremum of deviations is derived. A special case of the space is considered. As an example, the obtained results are applied to stochastic processes from the 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/)