The structure of sign-invariant GB-sets and of certain Gaussian measures (Q1098485): Difference between revisions

Let A be a sign-invariant subset of a separable Hilbert space H and let \(a=E\sup_{A}X_ t\), where \((X_ t)_{t\in H}\) is a canonical (isonormal) Gaussian process on H such that E \(X_ tX_ u=<t,u>\). It is shown that for any given sign-invariant GB-set A, one can find a sign- invariant set C containing A and such that \(E\sup_{c}X_ t\leq K E\sup_{A}X_ t\), where C is the convex hull of a sequence of finite- dimensional spheres \(C(I_ n,r_ n)\), whose radius and dimensions are related by the formula \[ \sum \{2^{card I_ n};\quad r_ n\geq u\}\leq \exp (Ka^ 2/u^ 2)\quad for\quad each\quad u>0. \] This result is then translated into a statement on certain Gaussian measures on Banach spaces with unconditional basis.