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Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function

Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function

We prove new lower bounds for the upper tail probabilities of suprema of Gaussian processes. Unlike many existing bounds, our results are not asymptotic, but supply strong information when one is only a little into the upper tail. We present an extended application to a Gaussian version of a random …