Majorizing measures without measures

DOI10.1214/AOP/1008956336MaRDI QIDQ1872191zbMATH OpenOpenAlexFDO

Authors Michel Talagrand

Publication date 6 May 2003

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

Full work available at URL https://doi.org/10.1214/aop/1008956336

zbMATH Keywords

majorizationmeasures

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17)

Review text

This is a continuation of an earlier paper by the author [ibid. 24, 1049-1103 (1996; Zbl 0867.60017)] on majorizing measures. Interestingly, the measures are dropped from the theory, and are replaced by special sequences of partitions. The method is demonstrated to be effective in obtaining upper bounds on the expected value of the supremum of the absolute value of increments of a process from estimates on the tail of the increments.

Recommendations

• Majorizing measures: The generic chaining
• Constructions of majorizing measures, Bernoulli processes and cotype
• On the Lefschetz and Hodge-Riemann theorems
• A theorem on majorizing measures
• On Talagrand's Admissible Net Approach to Majorizing Measures and Boundedness of Stochastic Processes

Cites work

• Constructions of majorizing measures, Bernoulli processes and cotype
• Continuity conditions for a class of Gaussian chaos processes related to continuous additive functionals of Lévy processes
• Gaussian chaos and sample path properties of additive functionals of symmetric Markov processes
• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• scientific article; zbMATH DE number 1149771 (Why is no real title available?)
• Majorizing measures: The generic chaining
• Regularity of infinitely divisible processes
• The Supremum of Some Canonical Processes

Cited in

(18)

• Sidonicity and variants of Kaczmarz's problem
• The suprema of infinitely divisible processes
• On the suprema of Bernoulli processes
• Low rank tensor recovery via iterative hard thresholding
• Basis adaptive sample efficient polynomial chaos (BASE-PC)
• Empirical processes and random projections
• K without the measurable
• A chain rule for the expected suprema of Gaussian processes
• Cover times, blanket times, and majorizing measures
• On the boundedness of Bernoulli processes
• Dimensionality reduction with subgaussian matrices: a unified theory
• Gaussian analytic functions of bounded mean oscillation
• Uniform Hanson-Wright type deviation inequalities for -subexponential random vectors
• On log-concave-tailed chaoses and the restricted isometry property
• Majorizing measures for the optimizer
• The restricted isometry property of block diagonal matrices generated by φ -sub-Gaussian variables
• Parametric estimation. Finite sample theory
• A theorem on majorizing measures

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