Upper and lower bounds for stochastic processes : modern methods and classical problems /

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Bibliographic Details
Author / Creator:	Talagrand, Michel, 1952- author.
Imprint:	Heidelberg : Springer, 2014.
Description:	1 online resource (xv, 626 pages).
Language:	English
Series:	Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge, 0071-1136 ; volume 60 Ergebnisse der Mathematik und ihrer Grenzgebiete ; v. 60.
Subject:	Stochastic processes. Stochastic processes -- Mathematical models. Stochastic processes. Stochastic processes -- Mathematical models.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11083581

Hidden Bibliographic Details
ISBN:	9783642540752 3642540759 9783642540745 3642540740
Notes:	Includes bibliographical references and index. Online resource; title from PDF title page (SpringerLink, viewed February 17, 2014).
Summary:	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.
Other form:	Print version: Talagrand, Michel. Upper and lower bounds for stochastic processes 3642540740
Standard no.:	10.1007/978-3-642-54075-2

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