For appropriate Gaussian processes, Michel Talagrand (1987) proved that the event that the supremum is significantly larger than its expectation can be covered by a set of half-spaces whose sum of measures is small. We prove a conjecture of Talagrand that is the analog of this result in the Bernoulli-$p$ setting, as well as a version of Talagrand's result for general positive empirical processes.
翻译:米歇尔·塔拉格兰(Michel Talagrand(1987)证明,对于适当的高山进程来说,高原比预期要大得多的事件可以由一套措施总和很小的半空来覆盖。 我们证明,塔拉格兰的推测是这一结果的比喻,伯努利-p$设置,以及塔拉格兰对一般积极经验过程的结果版本。