Supremum concentration inequality and modulus of continuity for sub-\(n\)th chaos processes

DOI10.1016/j.jfa.2007.03.019zbMath1126.60041OpenAlexW2058142146MaRDI QIDQ2373795

Frederi G. Viens, Andrew B. Vizcarra

Publication date: 16 July 2007

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2007.03.019

zbMATH Keywords

Wiener chaosstochastic analysisMalliavin derivativeconcentrationsuprema of processesBorell-Sudakov inequalityDudley-Fernique theoremsub-Gaussian process

Mathematics Subject Classification ID

Random fields (60G60) Inequalities; stochastic orderings (60E15) Sample path properties (60G17) Stochastic calculus of variations and the Malliavin calculus (60H07)

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