Upper functions for LpL_p-norm of gaussian random fields

preprint2013arXivOpen access

Abstract

In this paper we are interested in finding upper functions for a collection of random variables {∥ξh⃗∥p,h⃗∈H},1≤p<∞\big\{\big\|ξ_{\vec{h}}\big\|_p, \vec{h}\in\mathrm{H}\big\}, 1\leq p<\infty. Here ξh⃗(x),x∈(−b,b)d,d≥1ξ_{\vec{h}}(x), x\in(-b,b)^d, d\geq 1 is a kernel-type gaussian random field and ∥⋅∥p\|\cdot\|_p stands for LpL_p-norm on (−b,b)d(-b,b)^d. The set H\mathrm{H} consists of dd-variate vector-functions defined on (−b,b)d(-b,b)^d and taking values in some countable net in R+dR^d_+. We seek a non-random family {Ψα(h⃗),    h⃗∈H}\left\{Ψ_α\big(\vec{h}\big),\;\;\vec{h}\in\mathrm{H}\right\} such that E{sup⁡h⃗∈H[∥ξh⃗∥p−Ψα(h⃗)]+}q≤αq,  q≥1, E\big\{\sup_{\vec{h}\in\mathrm{H}}\big[\big\|ξ_{\vec{h}}\big\|_p-Ψ_α\big(\vec{h}\big)\big]_+\big\}^q\leq α^q,\; q\geq 1, where α>0α>0 is prescribed level.

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