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Unfulfilled Dreams

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Upper and Lower Bounds for Stochastic Processes

Abstract

We state a number of daring conjectures concerning the boundedness of random series of functions with non-negative summands are the special setting of selector processes.

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Notes

  1. 1.

    In other words, we could not think of any other way to bound δ +(T).

  2. 2.

    The existence of these witnesses is a not as strong as the information provided by Theorem 2.10.1. It is easy to deduce it from Theorem 2.10.1, but it does not seem easy to go the other way around.

  3. 3.

    It would be an astonishing fact if it were true that S(T) ≤ Lδ +(T), and proving it would be a sensational result.

  4. 4.

    We do not reproduce this proof here because it uses the rather complicated Theorem 11.1 of [131], and we hope that a creative reader will invent a better argument.

  5. 5.

    Far more so than Problem 13.2.3 itself

References

  1. Talagrand, M.: Concentration of measure and isoperimetric inequalities in product spaces. Publ. Math. I.H.E.S. 81, 73–205 (1995)

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  2. Talagrand, M.: Selector processes on classes of sets. Probab. Theory Relat. Fields 135(4), 471–486 (2006)

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  3. Talagrand, M.: Are many small sets explicitly small? In: STOC’10–Proceedings of the 2010 ACM International Symposium on Theory of Computing, pp. 13–35. ACM, New York (2010). http://research.microsoft.com/apps/video/dl.aspx?id=137091

  4. Talagrand, M.: Upper and Lower Bounds for Stochastic Processes, 1st edn. Springer, Berlin (2014)

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Talagrand, M. (2021). Unfulfilled Dreams. In: Upper and Lower Bounds for Stochastic Processes. Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics, vol 60. Springer, Cham. https://doi.org/10.1007/978-3-030-82595-9_13

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