-norm of infinitely divisible random vectors and certain stochastic integrals.
Infinite divisibility of Gaussian squares with non-zero means.
Existence of a critical point for the infinite divisibility of squares of Gaussian vectors in with non-zero mean.
Tail probability estimates for certain Rademacher sums
Random Fourier series on locally compact abelian groups
Exact rates of convergence to the local times of symmetric Lévy processes
Laws of the iterated logarithm for intersections of random walks on Z4
Laws of the iterated logarithm for the local times of recurrent random walks on Z2 and of Lévy processes and Random walks in the domain of attraction of Cauchy random variables
Sufficient conditions for the continuity of stationary gaussian processes and applications to random series of functions
Let be a stochastically continuous, separable, Gaussian process with . A sufficient condition, in terms of the monotone rearrangement of , is obtained for to have continuous sample paths almost surely. This result is applied to a wide class of random series of functions, in particular, to random Fourier series.
Two results on continuity and boundedness of stochastic convolutions
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