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Title: UPPER AND LOWER BOUNDS FOR STOCHASTIC PROCESSES
MODERN METHODS AND CLASSICAL PROBLEMS
By: Michel Talagrand
Format: Paperback

List price: £99.00


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ISBN 10: 3662525461
ISBN 13: 9783662525463
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Pub. date: 23 August, 2016
Edition: Softcover reprint of the original 1st ed. 2014
Series: Ergebnisse der Mathematik und Ihrer Grenzgebiete. 3 Folge /A Series of 60
Pages: 626
Description: In addition to its central focus on generic chaining, which allows for optimal bounds in Gaussian and Bernoulli processes, this volume on modern stochastic methods includes key applications and a variety of complete solutions to a number of classical problems.
Synopsis: 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.
Illustrations: biography
Publication: Germany
Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Returns: Returnable
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