Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155485 | Stochastic Processes and their Applications | 2016 | 18 Pages |
Abstract
We take a class of functions FF with polynomial covering numbers on a measurable space (X,X)(X,X) together with a sequence of independent, identically distributed XX-space valued random variables ξ1,…,ξnξ1,…,ξn, and give a good estimate on the tail distribution of supf∈F∑j=1nf(ξj) if the expected values E|f(ξ1)|E|f(ξ1)| are very small for all f∈Ff∈F. In a subsequent paper (Major, in press) we give a sharp bound for the supremum of normalized sums of i.i.d. random variables in a more general case. But the proof of that estimate is based on the results in this work.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Péter Major,