Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5130006 | Stochastic Processes and their Applications | 2016 | 29 Pages |
Abstract
We study two empirical processes of special structure: firstly, the centred multiplier process indexed by a class F, fâ|âi=1N(ξif(Xi)âEξf)|, where the i.i.d. multipliers (ξi)i=1N need not be independent of (Xi)i=1N, and secondly, (f,h)â|âi=1N(f(Xi)h(Xi)âEfh)|, the centred product process indexed by the classes F and H.We use chaining methods to obtain high probability upper bounds on the suprema of the two processes using a natural variation of Talagrand's γ-functionals.
Keywords
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Shahar Mendelson,