Regularity of infinitely divisible processes

DOI10.1214/AOP/1176989409MaRDI QIDQ2365751zbMATH OpenOpenAlexFDO

Authors Michel Talagrand

Publication date 29 June 1993

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

Full work available at URL https://doi.org/10.1214/aop/1176989409

zbMATH Keywords

regularity properties of infinitely divisible random processessample boundednessspectral measure

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Infinitely divisible distributions; stable distributions (60E07) Gaussian processes (60G15) Sample path properties (60G17) Sums of independent random variables; random walks (60G50)

Review text

Some new tools are applied for the investigation of regularity properties of infinitely divisible random processes without Gaussian component, satisfying certain condition on its spectral measure. The majorizing measure is extended and applied to discuss the structure of bounded processes of this type.

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Cited in

(18)

• Infinitely divisible OS-positive processes
• Constructions of majorizing measures, Bernoulli processes and cotype
• Sections of smooth convex bodies via majorizing measures
• Continuity and boundedness of infinitely divisible processes: A Poisson point process approach
• Majorizing measures without measures
• Concentration of measure and isoperimetric inequalities in product spaces
• Numerical aspects of shot noise representation of infinitely divisible laws and related processes
• Sharp threshold for the Ising perceptron model
• The suprema of infinitely divisible processes
• Selector processes on classes of sets
• Sudakov-type minoration for log-concave vectors
• COMPARISON OF WEAK AND STRONG MOMENTS FOR VECTORS WITH INDEPENDENT COORDINATES
• Intersecting random half cubes
• On the boundedness of Bernoulli processes
• On a contraction property of Bernoulli canonical processes
• Non-standard Skorokhod convergence of Lévy-driven convolution integrals in Hilbert spaces
• Regularity and minimality of infinite variance processes
• The Glivenko-Cantelli problem, ten years later

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