The size of diagonal two-order Gaussian chaoses

In this note, we show how the sample boundedness of a diagonal chaos process can be characterized by two majorizing measure conditions. As it turns out, this is a consequence of the results of Talagrand.

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Year of publication:	2001
Authors:	Heinrich, P.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 51.2001, 1, p. 35-39
Publisher:	Elsevier
Subject:	Gaussian chaos process Majorizing measure

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223429