REGULARITY OF INFINITELY DIVISIBLE PROCESSES

被引:25
|
作者
TALAGRAND, M [1 ]
机构
[1] OHIO STATE UNIV, DEPT MATH, COLUMBUS, OH 43210 USA
来源
ANNALS OF PROBABILITY | 1993年 / 21卷 / 01期
关键词
SAMPLE BOUNDEDNESS; INFINITELY DIVISIBLE; LEVY MEASURE; ROSINSKI REPRESENTATION; MAJORIZING MEASURE; BERNOULLI PROCESS; CONCENTRATION OF MEASURE; BRACKETING;
D O I
10.1214/aop/1176989409
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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.
引用
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页码:362 / 432
页数:71
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