The size of diagonal two-order Gaussian chaoses (Q5933634)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The size of diagonal two-order Gaussian chaoses |
scientific article; zbMATH DE number 1599564
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The size of diagonal two-order Gaussian chaoses |
scientific article; zbMATH DE number 1599564 |
Statements
The size of diagonal two-order Gaussian chaoses (English)
0 references
23 June 2002
0 references
By decoupling, comparison to a double exponential series and application of a theorem of Talagrand, an exact two sided inequality, in terms of majorizing measures for the sup and the \(L_2\) distances, is proved for \(E\sup_{s,t\in T}|X(s)- X(t)|\), where \(X(t)= \sum_i a_i(t)(g^2_i- 1)\), \(t\in T\), is a diagonal second-order chaos process.
0 references
diagonal Gaussian chaos of order two
0 references
sample boundedness
0 references
sample continuity
0 references
majorizing measure bounds
0 references
