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arXiv · 2008.09876

The suprema of infinitely divisible processes

Witold Bednorz·Rafał Martynek
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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 $H(C_{0},\delta)$ condition and settle positively the conjecture posed by M. Talagrand.

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Witold Bednorz, Rafał Martynek. 2020-08-22. The suprema of infinitely divisible processes. https://doi.org/10.1214/21-aop1546

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