On Talagrand's Admissible Net Approach to Majorizing Measures and Boundedness of Stochastic Processes

Witold Bednorz

Bulletin of the Polish Academy of Sciences. Mathematics (2008)

  • Volume: 56, Issue: 1, page 83-91
  • ISSN: 0239-7269

Abstract

top
We show that the main result of [1] on sufficiency of existence of a majorizing measure for boundedness of a stochastic process can be naturally split in two theorems, each of independent interest. The first is that the existence of a majorizing measure is sufficient for the existence of a sequence of admissible nets (as recently introduced by Talagrand [5]), and the second that the existence of a sequence of admissible nets is sufficient for sample boundedness of a stochastic process with bounded increments.

How to cite

top

Witold Bednorz. "On Talagrand's Admissible Net Approach to Majorizing Measures and Boundedness of Stochastic Processes." Bulletin of the Polish Academy of Sciences. Mathematics 56.1 (2008): 83-91. <http://eudml.org/doc/281293>.

@article{WitoldBednorz2008,
abstract = {We show that the main result of [1] on sufficiency of existence of a majorizing measure for boundedness of a stochastic process can be naturally split in two theorems, each of independent interest. The first is that the existence of a majorizing measure is sufficient for the existence of a sequence of admissible nets (as recently introduced by Talagrand [5]), and the second that the existence of a sequence of admissible nets is sufficient for sample boundedness of a stochastic process with bounded increments.},
author = {Witold Bednorz},
journal = {Bulletin of the Polish Academy of Sciences. Mathematics},
keywords = {majorizing measure; sample boundedness},
language = {eng},
number = {1},
pages = {83-91},
title = {On Talagrand's Admissible Net Approach to Majorizing Measures and Boundedness of Stochastic Processes},
url = {http://eudml.org/doc/281293},
volume = {56},
year = {2008},
}

TY - JOUR
AU - Witold Bednorz
TI - On Talagrand's Admissible Net Approach to Majorizing Measures and Boundedness of Stochastic Processes
JO - Bulletin of the Polish Academy of Sciences. Mathematics
PY - 2008
VL - 56
IS - 1
SP - 83
EP - 91
AB - We show that the main result of [1] on sufficiency of existence of a majorizing measure for boundedness of a stochastic process can be naturally split in two theorems, each of independent interest. The first is that the existence of a majorizing measure is sufficient for the existence of a sequence of admissible nets (as recently introduced by Talagrand [5]), and the second that the existence of a sequence of admissible nets is sufficient for sample boundedness of a stochastic process with bounded increments.
LA - eng
KW - majorizing measure; sample boundedness
UR - http://eudml.org/doc/281293
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.