The majorizing measure approach to sample boundedness
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Publication:4983113
DOI10.4064/CM139-2-4zbMATH Open1315.60043arXiv1211.3898OpenAlexW2962850806MaRDI QIDQ4983113FDOQ4983113
Authors: Witold Bednorz 
Publication date: 14 April 2015
Published in: Colloquium Mathematicum (Search for Journal in Brave)
Abstract: In this paper we describe the alternative approach to the sample boundedness and continuity of stochastic processes. We show that the regularity of paths can be understood in terms of a distribution of the argument maximum. For a centered Gaussian process X(t), tin T we obtain a short proof of the exact lower bound on Esup_{tin T} X(t). Finally we prove the equivalence of a usual majorizing measure functional to its conjugate version.
Full work available at URL: https://arxiv.org/abs/1211.3898
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Cited In (6)
- The suprema of infinitely divisible processes
- On subsets of \(L^ p\) and p-stable processes
- Bounding the support of a measure from its marginal moments
- Continuous Breuer-Major theorem: tightness and nonstationarity
- On the boundedness of Bernoulli processes
- On Talagrand's Admissible Net Approach to Majorizing Measures and Boundedness of Stochastic Processes
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