A counterexample to a hypothesis of light tail of maximum distribution for continuous random processes with light finite-dimensional tails

Abstract

We construct an example of a continuous centered random process with light tails of finite-dimensional distribution but with heavy tail of maximum distribution.

References in corpus (1)

• Exact exponential bounds for the random field maximum distribution via the majoring measures (generic chaining)

Cited by in corpus (5)

• CLT for continuous random processes under approximations terms
• Central Limit Theorem in Holder spaces in the terms of majorizing measures
• Theory of approximation and continuity of random processes
• Uniform measures on the arbitrary compact metric spaces, with applications
• Discovering of boundedness and continuity of random fields by means of partition entropic scheme