The suprema of selector processes with the application to positive infinitely divisible processes

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Authors: Witold Bednorz, Rafał Martynek, Rafał Meller
Cited by: 0

Abstract

We provide an alternative proof of the recent result of Park and Pham [Ann. of Math. 199 (2024)] on the expected suprema of positive selector and empirical processes, which we find useful in further generalizations we discuss. As an application, we obtain a result concerning positive infinitely divisible processes.

Fields of Study & Subjects

Advanced Thermodynamics and Statistical Mechanics Stochastic processes and financial applications Random Matrices and Applications

Publication details

Journal / source
Studia Mathematica
Publication date
19 September 2026
Language
EN