Upper and Lower Bounds for Stochastic Processes: Modern Methods and Classical Problems - Couverture rigide

Talagrand, Michel

Couverture rigide

ISBN 10 : 3642540740 ISBN 13 : 9783642540745

Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 2014

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.

A propos du livre

Présentation de l'éditeur

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.

Détails de l'édition

• Éditeur: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
• Date d'édition: 2014
• Langue: anglais
• ISBN 10: 3642540740
• ISBN 13: 9783642540745
• Reliure: Relié
• Nombre de pages: 626
• Coordonnées du fabricant: non disponible
• Personne responsable: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Allemagne