The suprema of infinitely divisible processes

DOI10.1214/21-AOP1546zbMath1498.60146arXiv2008.09876OpenAlexW4214775841MaRDI QIDQ2119216

Rafał Martynek, Witold Bednorz

Publication date: 23 March 2022

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.09876

zbMATH Keywords

Lévy measureinfinitely divisible processesBernoulli processprocess boundednessRosinski representation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Sample path properties (60G17)

Cites Work

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• On the boundedness of Bernoulli processes
• Regularity of Gaussian processes
• On series representations of infinitely divisible random vectors
• Sample boundedness of stochastic processes under increment conditions
• Representations and isomorphism identities for infinitely divisible processes
• Majorizing measures without measures
• Regularity of infinitely divisible processes
• An Introduction to the Theory of Point Processes
• The majorizing measure approach to sample boundedness
• Lectures on the Poisson Process
• Upper and Lower Bounds for Stochastic Processes
• Markov Processes, Gaussian Processes, and Local Times

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