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High Dimensional Probability VIIV.N. Sudakov’s Work on Expected Suprema of Gaussian Processes

High Dimensional Probability VII: V.N. Sudakov’s Work on Expected Suprema of Gaussian Processes [It is noted that the late Volodya N. Sudakov (1934–2016) first published a statement in 1973 and proof in 1976 that the expected supremum of a centered Gaussian process is bounded above by a constant times a metric entropy integral. In particular, the present author (R.M. Dudley) defined such an integral but did not state nor prove such a bound.] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

High Dimensional Probability VIIV.N. Sudakov’s Work on Expected Suprema of Gaussian Processes

Part of the Progress in Probability Book Series (volume 71)
Editors: Houdré, Christian; Mason, David M.; Reynaud-Bouret, Patricia; Rosiński, Jan

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References (23)

Publisher
Springer International Publishing
Copyright
© Springer International Publishing Switzerland 2016
ISBN
978-3-319-40517-9
Pages
37 –43
DOI
10.1007/978-3-319-40519-3_2
Publisher site
See Chapter on Publisher Site

Abstract

[It is noted that the late Volodya N. Sudakov (1934–2016) first published a statement in 1973 and proof in 1976 that the expected supremum of a centered Gaussian process is bounded above by a constant times a metric entropy integral. In particular, the present author (R.M. Dudley) defined such an integral but did not state nor prove such a bound.]

Published: Sep 22, 2016

Keywords: Metric entropy

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