Sample Boundedness of Stochastic Processes Under Increment Conditions
Talagrand, Michel
Ann. Probab., Tome 18 (1990) no. 4, p. 1-49 / Harvested from Project Euclid
Let $(T, d)$ be a compact metric space of diameter $D$, and $\|\cdot \|_\Phi$ be an Orlicz norm. When is it true that all (separable) processes $(X_t)_{t \in T}$ that satisfy the increment condition $\|X_t - X_s\|_\Phi \leq d(t, s)$ for all $s, t$ in $T$ are sample bounded? We give optimal necessary conditions and optimal sufficient conditions in terms of the existence of a probability measure $m$ on $T$ that satisfies an integral condition $\int^D_0 f(\varepsilon, m(B(x, \varepsilon))) d\varepsilon \leq K$ for each $x$ in $T$, where $f$ is a function suitably related to $\Phi$. When $T$ is a compact group and $d$ is translation invariant, we are able to compute the necessary and sufficient condition in several cases.
Publié le : 1990-01-14
Classification:  Sample boundedness,  moment conditions,  majorizing measures,  60G17,  28A99,  46E30
@article{1176990936,
     author = {Talagrand, Michel},
     title = {Sample Boundedness of Stochastic Processes Under Increment Conditions},
     journal = {Ann. Probab.},
     volume = {18},
     number = {4},
     year = {1990},
     pages = { 1-49},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176990936}
}
Talagrand, Michel. Sample Boundedness of Stochastic Processes Under Increment Conditions. Ann. Probab., Tome 18 (1990) no. 4, pp.  1-49. http://gdmltest.u-ga.fr/item/1176990936/