Semi-asymptotic bounds for moderate deviations of suprema of Gaussian polynomials

2025/04/15 by Weber, Michel · 1 citation
#42A38 #60G50 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2504.11198

Abstract

We use decoupling inequalities for general Gaussian vectors and classical tools from Gaussian processes theory to study moderate deviations of suprema of trigonometric and almost periodic Gaussian polynomials. Let X_x(t) amp;=amp; ∑_{k≤ x} a_k ( g_k cos 2πk t+ g'_ksin 2πk t ), 0≤ t≤ 1, xgt;0, where (g_k)_{k≥ 1}, (g'_k)_{k≥ 1} are two independent sequences of i.i.d. \mathcal N(0,1) distributed random variables, and (a_k)_{k≥ 1} are real numbers such that A_x = ∑_{k≤ x} a_k²\uparrow ∞ with x. Assume for instance that A(x)∼ loglog x, x→ ∞ and B=∑_{k≥ 1} a_k⁴<∞. Let 0<η< 1. We prove that there exists an absolute constant C, such that for all x large enough, ¶\ sup_{0≤ t≤ 1} X_x(t) ≤√(2η(loglog x)(log loglog x))\ ≤ e^- \fracC (loglog x)^1-η √(8η(B+1)(log loglog x)). We also establish an approximation theorem of moderate deviations of almost periodic Gaussian polynomials by Gaussian polynomials with \Q-frequencies, and show that the error term has an exponential decay. We finally study for general non-vanishing coefficient sequences, the behavior along lattices of almost periodic Gaussian polynomials with linearly independent frequencies.

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• A general decoupling inequality for finite Gaussian vectors

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