On Talagrand's functional and generic chaining
Probability
2023-09-12 v1
Abstract
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 -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 -th moment of order 2 Gaussian chaos, and convex signal recovery in our setting.
Cite
@article{arxiv.2309.05498,
title = {On Talagrand's functional and generic chaining},
author = {Yiming Chen and Pengtao Li and Dali Liu and Hanchao Wang},
journal= {arXiv preprint arXiv:2309.05498},
year = {2023}
}