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A simple proof of the majorizing measure theorem

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Abstract

We gieve a completely elementary proof of the existence of majorizing measures for bounded Gaussian processes. The proof relies upon Sudakov's minoration, the concentration of measure phenomenon, and a (somewhat deceptively) simple construction.

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References

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Talagrand, M. A simple proof of the majorizing measure theorem. Geometric and Functional Analysis 2, 118–125 (1992). https://doi.org/10.1007/BF01895708

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  • DOI: https://doi.org/10.1007/BF01895708

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