On Talagrand’s functional and generic chaining. arXiv:2309.05498
Preprint, arXiv:2309.05498 [math.PR] (2023).
Summary: In the study of the supremum of stochastic processes, Talagrand’s chaining functionals and his generic chaining method are heavily related to the distribution of stochastic processes. In the present paper, we construct Talagrand’s type functionals in the general distribution case and obtain the upper bound for the suprema of all \(p\)-th moments of the stochastic process using the generic chaining method. As applications, we obtained the Johnson-Lindenstrauss lemma, the upper bound for the supremum of all \(p\)-th moment of order 2 Gaussian chaos, and convex signal recovery in our setting.
MSC:
| 60E15 | Inequalities; stochastic orderings |
| 60G17 | Sample path properties |
| 60G50 | Sums of independent random variables; random walks |
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