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In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.

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Integrability of Gaussian sums

It is a standard fact from the theory of Gaussian processes (see e.g. the Ledoux-Talagrand book) that if $X_s$, $s \in S$, is a (centered) Gaussian process such that $Z = \sup_s X_s$ is finite almost …
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