Small cover approach to the suprema of positive canonical processes

Published 25 Jan 2024 in math.PR | (2401.14045v1)

Abstract: We extend the recent result of Park and Pham concerning the positive selector process to canonical processes generated by i.i.d. nonnegative random variables satisfying minimal tail assumptions. We also provide a result of the same nature for canonical processes based on general i.i.d. positive variables.

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