arXiv:2508.18682v5 Announce Type: replace Abstract: We bound the supremum of stochastic processes using a rate-distortion functional analogous to classical entropy integrals. A lifting argument embeds the process into a higher-dimensional space with permutation symmetry, reducing the analysis to a stationary process. This gives a two-sided characterization of the supremum of Gaussian processes, including cases where Dudley's entropy integral is not sharp. Combining the sharpness of Dudley's integral for stationary processes with information-theoretic arguments gives a proof of the majorizing measure theorem. The method also yields localized generalization bounds without a slicing argument. As an application, we derive risk bounds for empirical risk minimization over Lipschitz images of Sobolev ellipsoids. Our proof does not use the majorizing measure theorem.