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Название: The Generic Chaining: Upper and Lower Bounds for Stochastic Processes
Автор: Talagrand M.
What is the maximum level a certain river is likely to reach over the next
25 years? (Having experienced three times a few feet of water in my house,
I feel a keen personal interest in this question.) There are many questions of
the same nature: what is the likely magnitude of the strongest earthquake to
occur during the life of a planned building, or the speed of the strongest wind
a suspension bridge will have to stand? All these situations can be modeled
in the same manner. The value Xt of the quantity of interest (be it water
level or speed of wind) at time t is a random variable. What can be said
about the maximum value of Xt over a certain range of t?