We develop new tools that enable us to extend the majorizing measure lower bound to a large class of infinitely divisible processes. We show (in a rigorous sense) that the complexity of these processes is dominated by the complexity of the positive infinitely divisible processes.
Publié le : 1993-01-14
Classification:
Sample boundedness,
infinitely divisible,
Levy measure,
Rosinski's representation,
majorizing measure,
Bernoulli process,
concentration of measure,
bracketing,
60G17,
60E07,
60G15,
60G50,
60B11
@article{1176989409,
author = {Talagrand, Michel},
title = {Regularity of Infinitely Divisible Processes},
journal = {Ann. Probab.},
volume = {21},
number = {4},
year = {1993},
pages = { 362-432},
language = {en},
url = {http://dml.mathdoc.fr/item/1176989409}
}
Talagrand, Michel. Regularity of Infinitely Divisible Processes. Ann. Probab., Tome 21 (1993) no. 4, pp. 362-432. http://gdmltest.u-ga.fr/item/1176989409/