Triple-indexed Gaussian supremum conjecture

Let p1p\geq 1, let n,mn,m be positive integers, let (aijk)i,jn,km(a_{ijk})_{i,j\leq n,k\leq m} be a triple-indexed real matrix, let TRmT\subset\mathbb R^m be bounded and nonempty, and let gig_i and gjg'_j be independent standard Gaussian random variables. Write CC for a universal constant. Triple-indexed Gaussian supremum conjecture. One has

Esupx21,tTijkaijkgixjtkC(1pEsuptTijkaijkgigjtk+supx21EsuptTijkaijkgixjtk+suptT(ij(kaijktk)2)1/2+psupx21,tT(i(jkaijxjtk)2)1/2).\begin{aligned} \mathbb E\sup_{\|x\|_2\leq 1,\,t\in T}\left|\sum_{ijk}a_{ijk}g_ix_jt_k\right|\leq C\Bigg(&\frac{1}{\sqrt p}\mathbb E\sup_{t\in T}\left|\sum_{ijk}a_{ijk}g_ig'_jt_k\right|\\ &+\sup_{\|x\|_2\leq1}\mathbb E\sup_{t\in T}\left|\sum_{ijk}a_{ijk}g_ix_jt_k\right|+\sup_{t\in T}\left(\sum_{ij}\left(\sum_k a_{ijk}t_k\right)^2\right)^{1/2}\\ &+\sqrt p\sup_{\|x\|_2\leq1,\,t\in T}\left(\sum_i\left(\sum_{jk}a_{ij}x_jt_k\right)^2\right)^{1/2}\Bigg). \end{aligned}

This is the reformulation of the preceding Banach-space conjecture in finite-dimensional tensor coordinates, with TT representing a bounded nonempty subset of the coefficient space. The supplied source does not give evidence that the conjecture has been resolved.

Sources & referencesView supporting material

Primary source

Radosław Adamczak, Rafał Latała and Rafał Meller, “Hanson-Wright inequality in Banach spaces”, arXiv:1811.00353 (2020).

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