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

Livre 149 sur 184: Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge/A Series of Modern Surveys in Mathematics

Talagrand, Michel

 
9783662525463: Upper and Lower Bounds for Stochastic Processes: Modern Methods and 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.

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À propos de l'auteur

A Graduate Introduction to Numerical Methods and Backward Error Analysis has been selected as a notable book in computing in 2013. Computing Reviews Best of 2013 list consists of book and article nominations from reviewers, CR category editors, the editors-in-chief of journals, and others in the computing community."

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Autres éditions populaires du même titre

9783642540745: Upper and Lower Bounds for Stochastic Processes: Modern Methods and Classical Problems

Edition présentée

ISBN 10 :  3642540740 ISBN 13 :  9783642540745
Editeur : Springer-Verlag Berlin and Heide..., 2014
Couverture rigide