Abstract
Let F be a class of functions on a probability space (Ω, μ) and let X 1,...,X k be independent random variables distributed according to μ. We establish an upper bound that holds with high probability on {\rm sup}_{f \in F} |\{i : |f(X_i)| \geq t \for every t > 0, and that depends on a natural geometric parameter associated with F. We use this result to analyze the supremum of empirical processes of the form Zf = |k-1∑i=1k|f|p(Xi) - double-struck E sign|f|p| for p > 1 using the geometry of F. We also present some geometric applications of this approach, based on properties of the random operator Γ = k{-1/2}\sum_{i=1}X i , •e i , where (X_i)_{i=1}k are sampled according to an isotropic, log-concave measure on {\mathbb R.
Original language | English |
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Pages (from-to) | 293-314 |
Number of pages | 22 |
Journal | Mathematische Annalen |
Volume | 340 |
Issue number | 2 |
DOIs | |
Publication status | Published - Feb 2008 |