Necessary and Sufficient Conditions for Sample Continuity of Random Fourier Series and of Harmonic Infinitely Divisible Processes

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.