REGULARITY OF INFINITELY DIVISIBLE PROCESSES

被引：26

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

页码：362 / 432

页数：71

共 32 条

[1]

ANDERSON NT, 1987, T AM MATH SOC, V309, P1

[2] BRUNN-MINKOWSKI INEQUALITY IN GAUSS SPACE [J].