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arxiv: 1503.06252 · v2 · pith:TT5VRLZBnew · submitted 2015-03-21 · 🧮 math.PR

Suprema of canonical Weibull processes

classification 🧮 math.PR
keywords canonicalprocessessupremaboundboundinginvestigatemethodnon-increasing
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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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