Some remarks on the Oleszkiewicz problem
Witold Bednorz

TL;DR
This paper investigates how to verify when the expectation of the supremum of one Bernoulli process dominates another, providing a partial solution to the Oleszkiewicz conjecture on moment comparability in Banach spaces.
Contribution
It establishes a comparison result for Bernoulli processes analogous to Gaussian cases, addressing the Oleszkiewicz conjecture.
Findings
Proves a comparison theorem for Bernoulli processes
Provides partial evidence for the Oleszkiewicz conjecture
Extends Gaussian process comparison techniques to Bernoulli processes
Abstract
In this paper we study the question how to easily verify that the expectation of the supremum of a one canonical Bernoulli process dominates the same quantity for another process of this type. In the setting of Gaussian canonical processes it is known that such a comparison holds for contractions in the Euclidean distance. We do state and prove a similar result for Bernoulli processes. In particular we get a partial answer to the Oleszkiewicz conjecture about the comparability of weak and strong moments for type Bernoulli series in a Banach space.
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Taxonomy
TopicsStochastic processes and financial applications · Probability and Statistical Research
