{
  "id": "1208.6281",
  "version": "v1",
  "published": "2012-08-30T19:51:24.000Z",
  "updated": "2012-08-30T19:51:24.000Z",
  "title": "A counterexample to a hypothesis of light tail of maximum distribution for continuous random processes with light finite-dimensional tails",
  "authors": [
    "E. Ostrovsky",
    "L. Sirota"
  ],
  "categories": [
    "math.PR"
  ],
  "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2012-08-30T19:51:24.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "light finite-dimensional tails",
      "continuous random processes",
      "light tail",
      "maximum distribution",
      "hypothesis"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1208.6281O"
    }
  }
}