Gaussian averages, Bernoulli averages, and Gibbs' measures
Gaussian averages, Bernoulli averages, and Gibbs' measures
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高斯平均值、伯努利平均值和吉布斯度量
DOI:
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发表时间:
2002
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通讯作者:
M. Talagrand
中科院分区:
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作者:
M. Talagrand
We prove a new comparison principle between the expected value of the supremum of a family of r.v. of the type ∑i≤N giai, where (gi) are i.i.d. standard gaussian, and the expected value of the supremum of the same family when the r.v. gi are replaced by Bernoulli r.v. ηi, P(ηi = ±1) = 1/2. The main idea is to approximate the supremum by a weighted average, an idea well known in the theory of spin glasses. © 2002 Wiley Periodicals, Inc. Random Struct. Alg., 21: 197–204, 2002