Bounded Stationary Stable Processes and Entropy
In this paper we will show that any stationary or stationary increment p-stable process, 1≤p<2, that is sample bounded has a finite metric entropy integral. The result is an application of Talagrand’s work on majorizing measures for stable processes . We combine this result with earlier results to give necessary conditions for a stationary increment stable process to have a.s. bounded or a.s. continuous sample paths.
KeywordsSample Path Stable Process Stationary Increment Finite Dimensional Distribution Symmetric Stable Process
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