Averaged deviations of Orlicz processes and majorizing measures

DOI10.15559/16-VMSTA64zbMath1352.60074arXiv1611.06002MaRDI QIDQ343050

Rostyslav E. Yamnenko

Publication date: 21 November 2016

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.06002

zbMATH Keywords

Orlicz spaceOrnstein-Uhlenbeck processmajorizing measuresOrlicz processsupremum distribution

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Stochastic processes (60G99)

Cites Work

• A bound for norms in \(L_p(T)\) of deviations of \(\varphi\)-sub-Gaussian stochastic processes
• Regularity of Gaussian processes
• Characterization of the law of the iterated logarithm in Banach spaces
• Sample path properties of stochastic processes
• The criterion of hypothesis testing on the covariance function of a Gaussian stochastic process
• Régularité de processus gaussiens
• Sample functions of the Gaussian process
• Majorizing measures: The generic chaining
• Large deviation probabilities in terms of majorizing measures
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item