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arXiv · 1503.06252

Suprema of canonical Weibull processes

Robert Bogucki
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Abstract

In this note we investigate the problem of bounding the suprema of canonical processes based on r.v.s with tails $\exp{(-t^r)}$, where $0<r \le 1$. We propose a method using non-increasing rearrangement that provides a two-sided bound.

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Robert Bogucki. 2015-09-16. Suprema of canonical Weibull processes. https://doi.org/10.1016/j.spl.2015.09.002

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