Upper and lower bounds for stochastic processes : modern methods and classical problems /
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Author / Creator: | Talagrand, Michel, 1952- author. |
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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: | |
Format: | E-Resource Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11083581 |
ISBN: | 9783642540752 3642540759 9783642540745 3642540740 |
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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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