Upper and Lower Bounds for Stochastic Processes

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128,39 

Modern Methods and Classical Problems, Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics 60

ISBN: 3662525461
ISBN 13: 9783662525463
Autor: Talagrand, Michel
Verlag: Springer Verlag GmbH
Umfang: xv, 626 S.
Erscheinungsdatum: 23.08.2016
Auflage: 1/2014
Produktform: Kartoniert
Einband: Kartoniert

Develops modern methods and in particular the „generic chaining“ to bound stochastic processesGives applications to stable processes, infinitely divisible processes, matching theorems etc.Gives the complete solution of a number of classical problemsIncludes supplementary material: sn.pub/extras

Beschreibung

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.

Herstellerkennzeichnung:


Springer Verlag GmbH
Tiergartenstr. 17
69121 Heidelberg
DE

E-Mail: juergen.hartmann@springer.com

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