Analysis/Probability Learning Seminar

Majorizing measure theorem of Talagrand is one of the most important results in the theory of Gaussian random processes. it provides a complete characterization of the boundedness of such process in terms of the geometry of the parameter set. It also shows that the supremum of a subgaussian process is bounded by the supremum of the gaussian one with the same space of parameters. We will discuss a new proof of this theorem recently found by Ramon van Handel. Speaker(s): Mark Rudelson (University of Michigan)