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Talagrand's proof of the sufficiency of existence of a majorizing measure for the sample boundedness of processes with bounded increments used a contraction from a certain ultrametric space. We give a short proof of existence of such an ultrametric using admissible sequences of nets.
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Tom
Strony
91--100
Opis fizyczny
Bibliogr. 8 poz.
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autor
- Institute of Mathematics Warsaw University, 02-097 Warszawa, Poland
Bibliografia
- [1] W. Bednorz, A theorem on majorizing measures, Ann. Probab. 34 (2006), 1771–1781.
- [2] -, On Talagrand’s admissible net approach to majorizing measures and boundedness of stochastic processes, Bull. Polish Acad. Sci. Math. 56 (2008), 83–91.
- [3] X. Fernique, Caractérisation de processus à trajectoires majorées ou continues, in: Séminaire de Probabilités XII, Lecture Notes in Math. 649, Springer, Berlin, 1978, 691–706.
- [4] N. Kôno, Sample path properties of stochastic processes, J. Math. Kyoto Univ. 20 (1980), 295–313.
- [5] J. Olejnik, On a construction of majorizing measures on subsets of Rn with special metrics, Studia Math. 197 (2010), 1–12.
- [6] G. Pisier, Conditions d’entropie assurant la continuité de certains processus et applications à l’analyse harmonique, in: Séminaire d’Analyse Fonctionnelle 1979–1980, exp. 13–14, École Polytech., Palaiseau, 1980, 43 pp.
- [7] M. Talagrand, Sample boundedness of stochastic processes under increment conditions, Ann. Probab. 18 (1990), 1–49.
- [8] -, Majorizing measures without measures, ibid. 29 (2001), 411–417.
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Bibliografia
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