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January, 1992 Necessary and Sufficient Conditions for Sample Continuity of Random Fourier Series and of Harmonic Infinitely Divisible Processes
M. Talagrand
Ann. Probab. 20(1): 1-28 (January, 1992). DOI: 10.1214/aop/1176989916
Abstract

For very general random Fourier series and infinitely divisible processes on a locally compact Abelian group $G$, a necessary and sufficient condition for sample continuity is given in terms of the convergence of a certain series. This series expresses a control on the covering numbers of a compact neighborhood of $G$ by certain nonrandom sets naturally associated with the Fourier series (resp. the process). In the nonstationary case, we give a necessary Sudakov-type condition for a probability measure in a Banach space to be a Levy measure.

Talagrand: Necessary and Sufficient Conditions for Sample Continuity of Random Fourier Series and of Harmonic Infinitely Divisible Processes
Copyright © 1992 Institute of Mathematical Statistics
M. Talagrand "Necessary and Sufficient Conditions for Sample Continuity of Random Fourier Series and of Harmonic Infinitely Divisible Processes," The Annals of Probability 20(1), 1-28, (January, 1992). https://doi.org/10.1214/aop/1176989916
Published: January, 1992
Vol.20 • No. 1 • January, 1992
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