Majorizing measures provide bounds for the supremum of stochastic
processes. They represent the most general possible form of the chaining
argument going back to Kolmogorov. Majorizing measures arose from the theory of
Gaussian processes, but they now have applications far beyond this setting. The
fundamental question is the construction of these measures. This paper focuses
on the tools that have been developed for this purpose and, in particular, the
use of geometric ideas. Applications are given to several natural problems
where entropy methods are powerless.
Publié le : 1996-07-14
Classification:
Chaining,
increment condition,
boundedness of trajectories,
Gaussian properties,
majorization measure,
matchings,
random restrictions of operators,
60G05,
60G15,
47A40
@article{1065725175,
author = {Talagrand, Michel},
title = {Majorizing measures: the generic chaining},
journal = {Ann. Probab.},
volume = {24},
number = {2},
year = {1996},
pages = { 1049-1103},
language = {en},
url = {http://dml.mathdoc.fr/item/1065725175}
}
Talagrand, Michel. Majorizing measures: the generic chaining. Ann. Probab., Tome 24 (1996) no. 2, pp. 1049-1103. http://gdmltest.u-ga.fr/item/1065725175/