Chaining, interpolation and convexity II: the contraction principle (Q1647741)

The development of sharp bounds on the suprema of random processes is very importance in different areas of mathematics. Such problems arise, for example, in probability theory, functional analysis, mathematical statistics and so on. The generic chaining method provides a sharp description of the suprema of many random processes in terms of the geometry of their index sets. In this paper it is shown that a refinement of the interpolation method provides a canonical mechanism for controlling chaining functionals. The key innovation is a contraction principle that makes possible to efficiently exploit the interpolation. The author illustrates the utility of this approach by developing new dimension-free bounds on the norms of random matrices and on chaining functionals in Banach lattices. As another application, it is given a short proof of the majorizing measure theorem that entirely avoids the greedy construction that lies at the heart of earlier proofs.