Gaussian averages of interpolated bodies and applications to approximate reconstruction

We prove sharp bounds for the expectation of the supremum of the Gaussian process indexed by the intersection of Bn p with ρBn q for 1 ≤ p, q ≤ ∞ and ρ > 0, and by the intersection of Bn p∞ with ρBn 2 for 0 < p ≤ 1 and ρ > 0. We present an application of this result to a statistical problem known as the approximate reconstruction problem.

• Type: Journal
• Year: 2007
• Where: JAT
• Authors: Y. Gordon, A. E. Litvak, Shahar Mendelson, A. Pajor
• Keywords: Bn P∞, Gaussian Process, JAT 2007, Sharp Bounds