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On the suprema of Bernoulli processes

✍ Scribed by Bednorz, Witold; Latała, Rafał

Book ID
123533052
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
144 KB
Volume
351
Category
Article
ISSN
1631-073X

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Let X (t); 06t61 be a LÃ evy process. A comparison between the right tail of sup 06t61 X (t) and the right tail of X (1) is considered. An example is given for which these tailes are incomparable. A class of LÃ evy process with "light" tails is described for which these tails have the same behavior.