Squared-Norm Empirical Process in Banach Space
classification
🧮 math.PR
math.STstat.TH
keywords
processbanachspacesupremumapplicationargumentchainingcovariance
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This note extends a recent result of Mendelson on the supremum of a quadratic process to squared norms of functions taking values in a Banach space. Our method of proof is a reduction by a symmetrization argument and observation about the subadditivity of the generic chaining functional. We provide an application to the supremum of a linear process in the sample covariance matrix indexed by finite rank, positive definite matrices.
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