Chaining, interpolation and convexity II: the contraction principle

DOI10.1214/17-AOP1214zbMATH Open1402.60006arXiv1610.05199MaRDI QIDQ1647741FDOQ1647741

Ramon van Handel

Publication date: 26 June 2018

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: The generic chaining method provides a sharp description of the suprema of many random processes in terms of the geometry of their index sets. The chaining functionals that arise in this theory are however notoriously difficult to control in any given situation. In the first paper in this series, we introduced a particularly simple method for producing the requisite multi scale geometry by means of real interpolation. This method is easy to use, but does not always yield sharp bounds on chaining functionals. In the present paper, we show that a refinement of the interpolation method provides a canonical mechanism for controlling chaining functionals. The key innovation is a simple but powerful contraction principle that makes it possible to efficiently exploit interpolation. We illustrate 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, we give a remarkably short interpolation proof of the majorizing measure theorem that entirely avoids the greedy construction that lies at the heart of earlier proofs.

Full work available at URL: https://arxiv.org/abs/1610.05199

zbMATH Keywords

random matricesentropy numbersgeneric chainingreal interpolationmajorizing measuressuprema of random processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability theory on linear topological spaces (60B11) Geometry and structure of normed linear spaces (46B20) Interpolation between normed linear spaces (46B70) Approximation by arbitrary nonlinear expressions; widths and entropy (41A46)

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Cited In (6)

• Sudakov minoration for products of radial-type log-concave measures
• Title not available (Why is that?)
• Chaining, interpolation and convexity II: the contraction principle
• Marcinkiewicz-type discretization of \(L^p\)-norms under the Nikolskii-type inequality assumption
• Sampling discretization and related problems
• From Gauss to Kolmogorov: localized measures of complexity for ellipses

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