The suprema of infinitely divisible processes
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Publication:2119216
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
Lévy measureinfinitely divisible processesBernoulli processprocess boundednessRosinski representation
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
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- 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
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