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

• Autorzy: Witold Bednorz
• Języki publikacji: EN

Abstrakty

EN

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.

Kategorie tematyczne

• 28A99: None of the above, but in this section
• 60G17: Sample path properties

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Bulletin of the Polish Academy of Sciences. Mathematics
• Rocznik: 2008
• Tom: 56
• Numer: 1
• Strony: 83-91

Daty

wydano

2008

Twórcy

autor

Witold Bednorz

• Department of Mathematics, University of Warsaw, Banacha 2, 02-097 Warszawa, Poland

Identyfikatory

DOI

10.4064/ba56-1-10