Upper and Lower Bounds for Stochastic Processes
Michel Talagrand
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Description for Upper and Lower Bounds for Stochastic Processes
Paperback. 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. Series: Ergebnisse der Mathematik und Ihrer Grenzgebiete. 3 Folge /A Series of Modern Surveys in Mathematics. Num Pages: 641 pages, biography. BIC Classification: PBKF; PBWL. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 33. Weight in Grams: 973.
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.
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.
Product Details
Format
Paperback
Publication date
2016
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
641
Condition
New
Series
Ergebnisse der Mathematik und Ihrer Grenzgebiete. 3 Folge /A Series of Modern Surveys in Mathematic
Number of Pages
626
Place of Publication
Berlin, Germany
ISBN
9783662525463
SKU
V9783662525463
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Upper and Lower Bounds for Stochastic Processes
“Although he writes a book about inequalities of stochastic processes, Talagrand focuses on modern abstract methods, completely abdicating the ‘classical approach’. … Talagrand’s goal in this book is, without any doubt, very ambitious. … it contains marvelous ideas that should very likely be in the toolbox of anyone dealing with stochastic processes.” (Antonio Auffinger, Bulletin of the American Mathematical Society, ... Read more