On the supremum of certain families of stochastic processes
نویسندگان
چکیده
Let N(T, d, δ) denote the covering number, i.e., for every δ > 0, let N(T, d, δ) denote the minimal number of d-balls of radius δ required to cover T . The supremum of a stochastic process Xt defined on T , supt∈T Xt can be quantified in terms of N(T, d, δ) (see (Talagrand, 2005, Chapter 1) for instance) under various assumptions on the process Xt. Department of Mathematical Sciences, University of Delaware, [email protected] CRiSM, University of Warwick, [email protected] Department of Statistical Science, Duke University, [email protected]
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