BIRS Workshop Lecture Videos

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BIRS Workshop Lecture Videos

The chaining approach to comparison Bednorz, Witold


I would like to explain the role of chaining method in the comparison of certain functionals of processes - expectations of suprema or tails of suprema. The basic setting for the problem is that we have two processes and we can compare their increments in the sense of moments or tails. Now the question is does it imply that the suprema of these two processes can also be compared and what are the consequences when such a comparison is possible

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