A theorem on majorizing measures
Bednorz, Witold
Ann. Probab., Tome 34 (2006) no. 1, p. 1771-1781 / Harvested from Project Euclid
Let (T,d) be a metric space and φ:ℝ+→ℝ an increasing, convex function with φ(0)=0. We prove that if m is a probability measure m on T which is majorizing with respect to d, φ, that is, $\mathcal{S}:=\sup_{x\in T}\int^{D(T)}_{0}\varphi^{-1}(\frac {1}{m(B(x,\varepsilon ))})\,d\varepsilon \textless\infty$ , then ¶ \[\mathbf{E}\sup_{s,t\in T}|X(s)-X(t)|\leq 32\mathcal{S}\] ¶ for each separable stochastic process X(t), t∈T, which satisfies $\mathbf{E}\varphi(\frac {|X(s)-X(t)|}{d(s,t)})\leq 1$ for all s, t∈T, s≠t. This is a strengthening of one of the main results from Talagrand [Ann. Probab. 18 (1990) 1–49], and its proof is significantly simpler.
Publié le : 2006-09-14
Classification:  Majorizing measures,  sample boundedness,  60G17,  28A99
@article{1163517223,
     author = {Bednorz, Witold},
     title = {A theorem on majorizing measures},
     journal = {Ann. Probab.},
     volume = {34},
     number = {1},
     year = {2006},
     pages = { 1771-1781},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1163517223}
}
Bednorz, Witold. A theorem on majorizing measures. Ann. Probab., Tome 34 (2006) no. 1, pp.  1771-1781. http://gdmltest.u-ga.fr/item/1163517223/