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On Multiplier Processes Under Weak Moment Assumptions

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dc.contributor.authorMendelson, Shahar
dc.contributor.editorKlartag, B
dc.contributor.editorMilman, E
dc.date.accessioned2023-10-18T00:27:01Z
dc.date.issued2017
dc.date.updated2022-08-14T08:17:37Z
dc.description.abstractWe show that if V⊂Rn satisfies a certain symmetry condition that is closely related to unconditionality, and if X is an isotropic random vector for which ∥⟨X,t⟩∥Lp≤Lp–√ for every t ∈ Sn−1 and every 1≤p≲logn , then the suprema of the corresponding empirical and multiplier processes indexed by V behave as if X were L-subgaussian.en_AU
dc.format.mimetypeapplication/pdfen_AU
dc.identifier.isbn978-3-319-45281-4en_AU
dc.identifier.urihttp://hdl.handle.net/1885/303376
dc.language.isoen_AUen_AU
dc.publisherSpringeren_AU
dc.relation.ispartofGeometric Aspects of Functional Analysis: Israel Seminar (GAFA) 2014–2016en_AU
dc.relation.isversionof1st edition Edition
dc.rights© 2017 The authorsen_AU
dc.subjectRandom Vectoren_AU
dc.subjectLinear Functionalen_AU
dc.subjectIndependent Copyen_AU
dc.subjectIsotropic Vectoren_AU
dc.subjectBernoulli Processen_AU
dc.titleOn Multiplier Processes Under Weak Moment Assumptionsen_AU
dc.typeBook chapteren_AU
local.bibliographicCitation.lastpage308en_AU
local.bibliographicCitation.placeofpublicationCham
local.bibliographicCitation.startpage301en_AU
local.contributor.affiliationMendelson, Shahar, College of Science, ANUen_AU
local.contributor.authoruidMendelson, Shahar, u4011413en_AU
local.description.embargo2099-12-31
local.description.notesImported from ARIESen_AU
local.description.refereedYes
local.identifier.absfor490500 - Statisticsen_AU
local.identifier.absfor490400 - Pure mathematicsen_AU
local.identifier.ariespublicationu5786633xPUB604en_AU
local.identifier.doi10.1007/978-3-319-45282-1_19en_AU
local.identifier.scopusID2-s2.0-85018474798
local.identifier.thomsonIDWOS:000458481600020
local.publisher.urlhttps://link.springer.com/en_AU
local.type.statusPublished Versionen_AU

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