Pointwise Majorization for sub-Weibull and Mixed Tail Processes with Applications in Quadratic Chaos and Ergodic Diffusions
Classical chaining controls an indexed stochastic process through a single worst-case bound, which can obscure substantial variation across the index set. We establish the first simultaneous pointwise majorization theory for Banach-valued processes with sub-Weibull or two-metric mixed-tail increments. For an anchored sub-Weibull...