Upper and Lower Bounds for Stochastic Processes
Modern Methods and Classical Problems
Nonfiction, Science & Nature, Mathematics, Functional Analysis, Statistics
| Author: | Michel Talagrand | ISBN: | 9783642540752 |
| Publisher: | Springer Berlin Heidelberg | Publication: | February 12, 2014 |
| Imprint: | Springer | Language: | English |
| Author: | Michel Talagrand |
| ISBN: | 9783642540752 |
| Publisher: | Springer Berlin Heidelberg |
| Publication: | February 12, 2014 |
| Imprint: | Springer |
| Language: | English |
The book develops modern methods and in particular the "generic chaining" to bound stochastic processes. This methods allows in particular to get optimal bounds for Gaussian and Bernoulli processes. Applications are given to stable processes, infinitely divisible processes, matching theorems, the convergence of random Fourier series, of orthogonal series, and to functional analysis. The complete solution of a number of classical problems is given in complete detail, and an ambitious program for future research is laid out.
The book develops modern methods and in particular the "generic chaining" to bound stochastic processes. This methods allows in particular to get optimal bounds for Gaussian and Bernoulli processes. Applications are given to stable processes, infinitely divisible processes, matching theorems, the convergence of random Fourier series, of orthogonal series, and to functional analysis. The complete solution of a number of classical problems is given in complete detail, and an ambitious program for future research is laid out.
