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