We consider processes Xₜ with values in $L_p(\Omega ,ℱ,P)$ and “time” index t in a subset A of the unit cube. A natural condition of boundedness of increments is assumed. We give a full characterization of the domains A for which all such processes are a.e. continuous. We use the notion of Talagrand’s majorizing measure as well as geometrical Paszkiewicz-type characteristics of the set A. A majorizing measure is constructed.

Assume ||·|| is a norm on ℝⁿ and ||·||⁎ its dual. Consider the closed ball $T:=B_{\left|\right|·\left|\right|}(0,r)$, r > 0. Suppose φ is an Orlicz function and ψ its conjugate. We prove that for arbitrary A,B > 0 and for each Lipschitz function f on T, $su{p}_{s,t\in T}|f\left(s\right)-f\left(t\right)|\le 6AB({\int }_0^r\psi (1/A{\epsilon }^{n-1}){\epsilon }^{n-1}d\epsilon +1/\left(n\right|B_{\left|\right|·\left|\right|}(0,1)\left|\right){\int }_T\phi (1/B||\nabla f\left(u\right)\left|\right|⁎\left)du\right)$, where |·| is the Lebesgue measure on ℝⁿ. This is a strengthening of the Sobolev inequality obtained by M. Talagrand. We use this inequality to state, for a given concave, strictly increasing function η: ℝ₊ → ℝ with η(0) = 0, a necessary and sufficient condition on φ so that each...

An integral representation theorem is proved. Each continuous function from a totally disconnected compact space $M$ to the probability measures on a complete metric space $\bar{X}$ is shown to be the resolvent of a probability measure on the space of continuous functions from $M$ to $\bar{X}$.

Let $(X,𝕀)$ be a Polish ideal space and let $T$ be any set. We show that under some conditions on a relation $R\subseteq T^2\times X$ it is possible to find a set $A\subseteq T$ such that $R\left(A^2\right)$ is completely $𝕀$-nonmeasurable, i.e, it is $𝕀$-nonmeasurable in every positive Borel set. We also obtain such a set $A\subseteq T$ simultaneously for continuum many relations ${\left(R_{\alpha }\right)}_{\alpha <2^{\omega }}.$ Our results generalize those from the papers of K. Ciesielski, H. Fejzić, C. Freiling and M. Kysiak.

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...