English

Admissible Sequences for Talagrand's $\gamma_2$-functional

Probability 2025-11-04 v1

Abstract

Suprema of random processes appear naturally in a plethora of disciplines, and Talagrand's majorizing theorem yields a geometric interpretation for them: for a centered Gaussian random process (Xt)tT,(X_t)_{t \in T}, E[suptTXt]\mathbb{E}[\sup_{t \in T}{X_t}] is comparable to the γ2\gamma_2-functional of T,T, a quantity that depends solely on the space (T,d),(T,d), where dd denotes the pseudometric d(u,v)=E[(XuXv)2].d(u,v)=\sqrt{\mathbb{E}[(X_u-X_v)^2]}. Despite the explicit definition of this functional, an infimum over admissible sequences, this tool tends to be used exclusively as a means to bound the expectation of the supremum of a random process by that of another. This work considers the γ2\gamma_2-functional as a proxy for the quantity of interest by constructing admissible sequences that are close to being optimal, and aims to provide a promising avenue towards understanding expectations of suprema of Gaussian random processes.

Keywords

Cite

@article{arxiv.2511.00942,
  title  = {Admissible Sequences for Talagrand's $\gamma_2$-functional},
  author = {Simona Diaconu},
  journal= {arXiv preprint arXiv:2511.00942},
  year   = {2025}
}
R2 v1 2026-07-01T07:18:05.575Z