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On the Supremum of a Nice Class of Partial Sums

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Part of the Lecture Notes in Mathematics book series (LNM,volume 2079)

Abstract

This chapter contains an estimate about the supremum of a nice class of normalized sums of independent and identically distributed random variables together with an analogous result about the supremum of an appropriate class of onefold random integrals with respect to a normalized empirical distribution. We also compare these results with their natural Gaussian counterpart.

Keywords

  • Multiple Random Integrals
  • Empirical Distribution
  • Approximate Counting
  • Countable Cardinality
  • Gaussian Random Field

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References

  1. M. Ledoux, The concentration of measure phenomenon, in Mathematical Surveys and Monographs, vol 89 (American Mathematical Society, Providence, 2001)

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  2. M. Talagrand, New concentration inequalities in product spaces. Invent. Math. 126, 505–563 (1996)

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© 2013 Springer-Verlag Berlin Heidelberg

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Major, P. (2013). On the Supremum of a Nice Class of Partial Sums. In: On the Estimation of Multiple Random Integrals and U-Statistics. Lecture Notes in Mathematics, vol 2079. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-37617-7_4

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