Let $(g_i)_{i \geq 1}$ be an i.i.d. sequence of standard normal r.v.'s. Let $A$ be a family of sequences $a = (a_i)_{i \geq 1}, a_i \geq 0$. We relate the quantity $E \operatorname{Sup}_{a \in A}\sum_{i \geq 1}a_i|g_i|$ and the geometry of $A$.
Publié le : 1988-01-14
Classification:
Supremum of Gaussian process,
Banach lattice,
majorizing measure,
60G15,
28C20
@article{1176991892,
author = {Talagrand, Michel},
title = {The Structure of Sign-Invariant GB-Sets and of Certain Gaussian Measures},
journal = {Ann. Probab.},
volume = {16},
number = {4},
year = {1988},
pages = { 172-179},
language = {en},
url = {http://dml.mathdoc.fr/item/1176991892}
}
Talagrand, Michel. The Structure of Sign-Invariant GB-Sets and of Certain Gaussian Measures. Ann. Probab., Tome 16 (1988) no. 4, pp. 172-179. http://gdmltest.u-ga.fr/item/1176991892/