Majorizing measures: The generic chaining (Q2565350): Difference between revisions

Majorizing measures provide bounds for the supremum of stochastic processes. They arose from the theory of Gaussian processes (the first major success of majorizing measures was to characterize sample boundedness and sample continuity of these processes), but they now have applications far beyond this setting. The fundamental question is the construction of these measures. The present paper focuses on the tools that have been developed for this purpose and, in particular, the use of geometric ideas. It discusses the author's remarkable work since his paper on regularity of Gaussian processes [Acta Math. 159, No. 1/2, 99-149 (1987; Zbl 0712.60044)]. Contents: 1. Introduction; 2. Chaining, generic chaining, majorizing measures; 3. A first look at ellipsoids; 4. The partitioning scheme; 5. Gaussian processes; 6. The ellipsoid theorem and matchings; 7. Restriction of operators; 8. Convex hull and open problems; 9. Families of distances; References.