Regularity of infinitely divisible processes. (English) Zbl 0776.60053

Talagrand, Michel

Ann. Probab. 21, No. 1, 362-432 (1993).

Some new tools are applied for the investigation of regularity properties of infinitely divisible random processes without Gaussian component, satisfying certain condition on its spectral measure. The majorizing measure is extended and applied to discuss the structure of bounded processes of this type.

Reviewer: N.Kalinauskaitė (Vilnius)

MSC:

60G17	Sample path properties
60E07	Infinitely divisible distributions; stable distributions
60G15	Gaussian processes
60G50	Sums of independent random variables; random walks
60B11	Probability theory on linear topological spaces

Keywords:

sample boundedness; regularity properties of infinitely divisible random processes; spectral measure