Upper and Lower Bounds for Stochastic Processes

Modern Methods and Classical Problems

By:

Michel Talagrand

Format:

Paperback / softback

Series:

Ergebnisse Der Mathematik Und Ihrer Grenzgebiete. 3 Folge /A Series of Modern Surveys in Mathematics

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Description

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.

Author Biography:

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."

Release date Australia

August 23rd, 2016

Author

Michel Talagrand

Series

Ergebnisse Der Mathematik Und Ihrer Grenzgebiete. 3 Folge /A Series of Modern Surveys in Mathematics

Pages

626

Edition

Softcover reprint of the original 1st ed. 2014

Audience

Professional & Vocational

Illustrations

XV, 626 p.

Dimensions

155x235x33

ISBN-13

9783662525463

Product ID

25747420

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