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Upper and Lower Bounds for Stochastic Processes: Modern Methods and Classical Problems
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Catalogue Information
Field name
Details
Dewey Class
519.2
Title
Upper and Lower Bounds for Stochastic Processes ([EBook]) : Modern Methods and Classical Problems / by Michel Talagrand.
Author
Talagrand, Michel. , 1952-
Other name(s)
SpringerLink (Online service)
Publication
Berlin, Heidelberg Springer 2014.
Physical Details
XV, 626 pages : online resource.
ISBN
9783642540752
Summary Note
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.:
Contents note
0. Introduction -- 1. Philosophy and Overview of the Book -- 2. Gaussian Processes and the Generic Chaining -- 3. Random Fourier Series and Trigonometric Sums, I. - 4. Matching Theorems I -- 5. Bernouilli Processes -- 6. Trees and the Art of Lower Bounds -- 7. Random Fourier Series and Trigonometric Sums, II -- 8. Processes Related to Gaussian Processes -- 9. Theory and Practice of Empirical Processes -- 10. Partition Scheme for Families of Distances -- 11. Infinitely Divisible Processes -- 12. The Fundamental Conjectures -- 13. Convergence of Orthogonal Series; Majorizing Measures -- 14. Matching Theorems, II: Shor's Matching Theorem. 15. The Ultimate Matching Theorem in Dimension ≥ 3 -- 16. Applications to Banach Space Theory -- 17. Appendix: What this Book is Really About -- 18. Appendix: Continuity -- References. Index.
System details note
Online access to this digital book is restricted to subscription institutions and access ia available through IP address (only for SISSA internal users)
Internet Site
http://dx.doi.org/10.1007/978-3-642-54075-2
Links to Related Works
Subject References:
Distribution (Probability theory)
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Functional Analysis
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Mathematics
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Probability theory and stochastic processes
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Authors:
Talagrand, Michel. 1952-
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Corporate Authors:
SpringerLink (Online service)
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Series:
Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics
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Classification:
519.2
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519.2 (DDC 23)
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