The majorizing measure approach to sample boundedness

DOI10.4064/CM139-2-4MaRDI QIDQ4983113zbMATH OpenOpenAlexFDO

Authors Witold Bednorz

Publication date 14 April 2015

Published in Colloquium Mathematicum (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1211.3898

zbMATH Keywords

Gaussian processesmajorizing measuressample boundedness

Mathematics Subject Classification ID

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

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.

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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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