Abstract
Let $(g_i)_{i \geq 1}$ be an i.i.d. sequence of standard normal r.v.'s. Let $A$ be a family of sequences $a = (a_i)_{i \geq 1}, a_i \geq 0$. We relate the quantity $E \operatorname{Sup}_{a \in A}\sum_{i \geq 1}a_i|g_i|$ and the geometry of $A$.
Citation
Michel Talagrand. "The Structure of Sign-Invariant GB-Sets and of Certain Gaussian Measures." Ann. Probab. 16 (1) 172 - 179, January, 1988. https://doi.org/10.1214/aop/1176991892
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