Student Probability and Mathematical Physics Seminar

Talagrand’s Generic Chaining for Gaussian Processes

Speaker: Kexin Zhang, CIMS

Location: Warren Weaver Hall 202

Date: Tuesday, November 4, 2025, 12:30 p.m.

Synopsis:

We will give a high-level overview of Talagrand’s generic chaining method for bounding the supremum of Gaussian processes indexed by a metric space (T,d). The key idea is to group correlated elements by constructing a sequence of finer partitions of T, which can be visualized as a tree-like structure. The expected supremum is then shown to be of the order of a functional \gamma that encodes the geometric complexity of T.