报告题目:The Dual Majorizing Measure Theorem for Canonical Processes
报告人:胡轩昂(山东大学)
报告时间:10月14号,星期三 ,上午8:00-9:30
报告地点:五教5307
摘要:
The majorizing measure theorem provides a geometric characterization of the expected supremum of a stochastic process. In this talk, we first review Talagrand's majorizing measure theorem for Gaussian processes and Latała's characterization of canonical processes with independent log-concave-tailed coordinates. We then present a dual version of Latała's theorem, which characterizes the expected supremum in terms of parameterized separation trees. The proof is based on a contraction principle for a family of intrinsic distances and a corresponding growth condition. Finally, we discuss how these methods lead to a deterministic polynomial-time approximation algorithm for finite index sets under suitable computational assumptions.
This is joint work with Vladimir V. Ulyanov and Hanchao Wang.
