The suprema of infinitely divisible processes

Fuente: arXiv
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Autori principali: Bednorz, Witold, Martynek, Rafał
Natura: Preprint
Pubblicazione: 2020
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author Bednorz, Witold
Martynek, Rafał
author_facet Bednorz, Witold
Martynek, Rafał
contents In this paper we complete the full characterization of the expected suprema of infinitely divisible processes. In particular, we remove the technical assumption called $H(C_{0},δ)$ condition and settle positively the conjecture posed by M. Talagrand.
format Preprint
id arxiv_https___arxiv_org_abs_2008_09876
institution arXiv
publishDate 2020
record_format arxiv
spellingShingle The suprema of infinitely divisible processes
Bednorz, Witold
Martynek, Rafał
Probability
In this paper we complete the full characterization of the expected suprema of infinitely divisible processes. In particular, we remove the technical assumption called $H(C_{0},δ)$ condition and settle positively the conjecture posed by M. Talagrand.
title The suprema of infinitely divisible processes
topic Probability
url https://arxiv.org/abs/2008.09876