Upper and Lower Bounds for Stochastic Processes
Download or Read eBook Upper and Lower Bounds for Stochastic Processes PDF written by Michel Talagrand and published by Springer Science & Business Media. This book was released on 2014-02-12 with total page 630 pages. Available in PDF, EPUB and Kindle.
Author | : Michel Talagrand |
Publisher | : Springer Science & Business Media |
Total Pages | : 630 |
Release | : 2014-02-12 |
ISBN-10 | : 9783642540752 |
ISBN-13 | : 3642540759 |
Rating | : 4/5 (52 Downloads) |
Book Synopsis Upper and Lower Bounds for Stochastic Processes by : Michel Talagrand
Book excerpt: 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.