Large deviation probabilities in terms of majorizing measures
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Publication:4416145
DOI10.1163/156939703322003953zbMath1020.60021OpenAlexW2084660033MaRDI QIDQ4416145
Oksana Moklyachuk, Yuriy Vasil'ovich Kozachenko
Publication date: 7 August 2003
Full work available at URL: https://doi.org/10.1163/156939703322003953
Luxemburg normcompact metric spacemajorizing measureOrlicz space of random variablesHölder inequality for Orlicz space norms
Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Large deviations (60F10) General theory of stochastic processes (60G07) Sample path properties (60G17)
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