Discrepancy, chaining and subgaussian processes (Q533745)

This paper studies the discrepancy of a typical coordinate projection. Discrepancy of a class of functions \(F\) was introduced in a combinatorial context and is defined as follows \[ \text{disc} (F)=\inf_{\varepsilon_j}\sup_{f\in F}\left|\sum\limits^k_{j=1}\varepsilon_jf(x_j)\right| \] where \((\varepsilon_j)^k_{j=1}\in\{-1, 1\}^k\). The main result is that, if the canonical Gaussian process indexed by \(F\) is continuous and if the class satisfies a sub-Gaussian condition, then disc\((F)\) is asymptotically smaller than the expectation over signs as a function of the dimension \(k\).