A theorem on majorizing measures

DOI10.1214/009117906000000241zbMATH Open1113.60040arXivmath/0510373OpenAlexW3105388234MaRDI QIDQ858981FDOQ858981

Authors: Witold Bednorz 

Publication date: 12 January 2007

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

Abstract: Let $(T,d)$ be a metric space and $phi:mathbb{R}_{+}omathbbR$ an increasing, convex function with $phi(0)=0$. We prove that if $m$ is a probability measure $m$ on $T$ which is majorizing with respect to $d,phi$, that is, $mathcalS:=su{p}_{xinT}in{t}_0^{D(T)}ph{i}^{-1}(frac1m(B(x,epsilon)))depsilon<infty$, then [mathbf{E}sup_{s,tin T}|X(s)-X(t)|leq 32mathcal{S}] for each separable stochastic process $X(t)$, $tinT$, which satisfies $mathbfEphi(frac|X(s)-X(t)|d(s,t))leq1$ for all $s,tinT$, $seqt$. This is a strengthening of one of the main results from Talagrand [Ann. Probab. 18 (1990) 1--49], and its proof is significantly simpler.

Full work available at URL: https://arxiv.org/abs/math/0510373

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zbMATH Keywords

Majorizing measuressample boundedness

Mathematics Subject Classification ID

Classical measure theory (28A99) Sample path properties (60G17)

Cites Work

• Title not available (Why is that?)
• The Generic Chaining
• Majorizing measures without measures
• Sample boundedness of stochastic processes under increment conditions

Cited In (19)

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• Majorizing measures on metric spaces
• The Sharp Rado Theorem for Majorizations
• On a construction of majorizing measures on subsets of \(\mathbb R^n\) with special metrics
• Integrability and concentration of the truncated variation for the sample paths of fractional Brownian motions, diffusions and Lévy processes
• Averaged deviations of Orlicz processes and majorizing measures
• On the boundedness of Bernoulli processes
• A simple proof of the majorizing measure theorem
• On Talagrand's Admissible Net Approach to Majorizing Measures and Boundedness of Stochastic Processes
• Majorizing measures without measures
• On the convergence of orthogonal series
• Majorizing Measures and Ultrametric Spaces

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