Detailed proof of Nazarov's inequality
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
TL;DR
This paper provides a comprehensive and detailed proof of Nazarov's inequality, a key result used in probability theory and statistical analysis, specifically in the context of Gaussian processes.
Contribution
It offers an in-depth, step-by-step proof of Nazarov's inequality, clarifying the details omitted in previous presentations.
Findings
Clarifies the proof of Nazarov's inequality
Enhances understanding of Gaussian process bounds
Supports rigorous statistical inference
Abstract
The purpose of this note is to provide a detailed proof of Nazarov's inequality stated in Lemma A.1 in Chernozhukov, Chetverikov, and Kato (2017, Annals of Probability).
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Taxonomy
TopicsMachine Learning and Algorithms · semigroups and automata theory · Functional Equations Stability Results