THE SUPREMA OF INFINITELY DIVISIBLE PROCESSES

• 成果类型: Article
• 署名作者: Bednorz, Witold; Martynek, Rafal
• 署名单位: University of Warsaw
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/21-AOP1546
• 发表日期: 2022
• 页码: 397-417
• 关键词: representations; Boundedness; REGULARITY

摘要

In this paper we complete the full characterization of the expected suprema of infinitely divisible processes. In particular, we remove the technical assumption called H(C-0, delta) condition and settle positively the conjecture posed by M. Talagrand.