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Majorizing Measures for Canonical Processes with Log-Concave Tails
Let $Y_1,\ldots,Y_n$ be independent symmetric random variables with log-concave tails. We give a dimension-free characterization of the expected supremum of the canonical process $X_x=\sum_{i=1}^n x_iY_i$ without any $Δ_2$ or regular-growth assumption on the coordinate tails. The characterization is
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