The suprema of infinitely divisible processes
Probability
2024-02-02 v4
Abstract
In this paper we complete the full characterization of the expected suprema of infinitely divisible processes. In particular, we remove the technical assumption called condition and settle positively the conjecture posed by M. Talagrand.
Cite
@article{arxiv.2008.09876,
title = {The suprema of infinitely divisible processes},
author = {Witold Bednorz and Rafał Martynek},
journal= {arXiv preprint arXiv:2008.09876},
year = {2024}
}
Comments
23 pages