High dimensional probability II 978-1-4612-1358-1, 1461213584, 978-1-4612-7111-6, 1461271118

Table of contents :
Front Matter....Pages i-xi
Front Matter....Pages 1-1
Moment Bounds for Self-Normalized Martingales....Pages 3-11
Exponential and Moment Inequalities for U -Statistics....Pages 13-38
A Multiplicative Inequality for Concentration Functions of n -Fold Convolutions....Pages 39-47
On Exact Maximal Khinchine Inequalities....Pages 49-63
Strong Exponential Integrability of Martingales with Increments Bounded by a Sequence of Numbers....Pages 65-76
Front Matter....Pages 77-77
On Uniform Laws of Large Numbers for Smoothed Empirical Measures....Pages 79-87
Weak Convergence of Smoothed Empirical Processes: Beyond Donsker Classes....Pages 89-105
Limit Theorems for Smoothed Empirical Processes....Pages 107-113
Preservation Theorems for Glivenko-Cantelli and Uniform Glivenko-Cantelli Classes....Pages 115-133
Front Matter....Pages 135-135
Continuité de certaines fonctions aléatoires gaussiennes à valeurs dans l p , 1 ≤ p < ∞....Pages 137-161
A Note on the Gaussian Correlation Conjecture....Pages 163-171
Probability Estimates for Lower Levels of Certain Gaussian Processes with Stationary Increments....Pages 173-179
Front Matter....Pages 181-181
Asymptotic Independence of the Local Empirical Process Indexed by Functions....Pages 183-205
The Azéma-Yor Embedding in Brownian Motion with Drift....Pages 207-221
A New Way to Obtain Estimates in the Invariance Principle....Pages 223-245
Front Matter....Pages 247-247
On the Law of the Iterated Logarithm for Local Times of Recurrent Random Walks....Pages 249-259
A General Compact Law of the Iterated Logarithm in Banach Spaces....Pages 261-278
Front Matter....Pages 279-279
Dominating Points for General Sequences of Random Vectors....Pages 281-291
Large Deviations for Local Empirical Measures....Pages 293-312
Front Matter....Pages 313-313
An Example Concerning Tightness of Sums of B-Valued Random Variables....Pages 315-327
Front Matter....Pages 313-313
Images and Level Sets of Additive Random Walks....Pages 329-345
Front Matter....Pages 347-347
Lee-Yang Models, Selfdecomposability and Negative-Definite Functions....Pages 349-357
When an Isotropic Random Vector is Pseudo-Isotropic....Pages 359-366
Support Fragmentation for Multiplicative Cascade Measures....Pages 367-376
On Simulating Fractional Brownian Motion....Pages 377-387
Front Matter....Pages 389-389
On Robust Recursive Nonparametric Curve Estimation....Pages 391-403
Variable Kernel Estimates: on the Impossibility of Tuning the Parameters....Pages 405-424
Almost Sure Asymptotic Optimality of Cross Validation for Spline Smoothing....Pages 425-441
Rademacher Processes and Bounding the Risk of Function Learning....Pages 443-457
Front Matter....Pages 459-459
Bootstrapping Empirical Distributions under Auxiliary Information....Pages 461-476
On the Characteristic Function of the Matrix von Mises—Fisher Distribution with Application to SO ( N )—Deconvolution....Pages 477-492
Testing for Ellipsoidal Symmetry of a Multivariate Distribution....Pages 493-510
Back Matter....Pages 511-512

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