Tim Fuchs: Upper and Lower Bounds for Suprema of Chaos Processes
Time: Wed 2018-10-24 16.16 - 18.16
Location: E53
Participating: Tim Fuchs
Abstract:
There are diverse techniques of analyzing a stochastic process. In the following, Talagrand's generic chaining will be introduced and bounds for the expected supremum of different stochastic processes proved.
The main focus lies on a result of Krahmer, Mendelson and Rauhut who were able to prove an alternative inequality for a specic kind of chaos process. As this bound leads to signicantly better results in some applications, the sharpness of this inequality and a possible improvement will be investigated.