Upper functions for $\mathbb{L}_{p}$-norms of Gaussian random fields - Archive ouverte HAL
Article Dans Une Revue Bernoulli Année : 2016

Upper functions for $\mathbb{L}_{p}$-norms of Gaussian random fields

Résumé

In this paper we are interested in finding upper functions for a collection of random variables { ξ ⃗ h p , ⃗ h ∈ H } , 1 ≤ p < ∞. Here ξ ⃗ h (x), x ∈ (−b, b) d , d ≥ 1 is a kernel-type gaussian random field and ∥ · ∥p stands for Lp-norm on (−b, b) d. The set H consists of d-variate vector-functions defined on (−b, b) d and taking values in some countable net in R d +. We seek a non-random family { Ψε (⃗ h) , ⃗ h ∈ H } such that E { sup ⃗ h∈H [ ξ ⃗ h p − Ψε (⃗ h)] + } q ≤ ε q , q ≥ 1, where ε > 0 is prescribed level.
Fichier principal
Vignette du fichier
gauss-L_p-norm_ineq-1new-rev_2.pdf (311.17 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01265225 , version 1 (31-01-2016)

Identifiants

Citer

Oleg Lepski. Upper functions for $\mathbb{L}_{p}$-norms of Gaussian random fields. Bernoulli, 2016, bernoulli, 22 (2), pp.732-773. ⟨10.3150/14-BEJ674⟩. ⟨hal-01265225⟩
112 Consultations
94 Téléchargements

Altmetric

Partager

More