The majorizing measure approach to sample boundedness

@article{WitoldBednorz2015,
abstract = {We describe an alternative approach to sample boundedness and continuity of stochastic processes. We show that the regularity of paths can be understood in terms of the distribution of the argument maximum. For a centered Gaussian process X(t), t ∈ T, we obtain a short proof of the exact lower bound on $ sup_\{t∈ T\}X(t)$. Finally we prove the equivalence of the usual majorizing measure functional to its conjugate version.},
author = {Witold Bednorz},
journal = {Colloquium Mathematicae},
keywords = {sample boundedness; majorizing measures; Gaussian processes},
language = {eng},
number = {2},
pages = {205-227},
title = {The majorizing measure approach to sample boundedness},
url = {http://eudml.org/doc/283723},
volume = {139},
year = {2015},
}

TY - JOUR
AU - Witold Bednorz
TI - The majorizing measure approach to sample boundedness
JO - Colloquium Mathematicae
PY - 2015
VL - 139
IS - 2
SP - 205
EP - 227
AB - We describe an alternative approach to sample boundedness and continuity of stochastic processes. We show that the regularity of paths can be understood in terms of the distribution of the argument maximum. For a centered Gaussian process X(t), t ∈ T, we obtain a short proof of the exact lower bound on $ sup_{t∈ T}X(t)$. Finally we prove the equivalence of the usual majorizing measure functional to its conjugate version.
LA - eng
KW - sample boundedness; majorizing measures; Gaussian processes
UR - http://eudml.org/doc/283723
ER -