Wydawnictwa / Czasopisma IMPAN / Colloquium Mathematicum / Wszystkie zeszyty

Streszczenie

We describe an alternative approach to sample boundedness and continuity of stochastic processes. We show that the regularity of paths can be understood in terms of the distribution of the argument maximum. For a centered Gaussian process $X(t)$, $t\in T$, we obtain a short proof of the exact lower bound on $\mathbb E \sup_{t\in T}X(t)$. Finally we prove the equivalence of the usual majorizing measure functional to its conjugate version.