Michel Talagrand
Upper and Lower Bounds for Stochastic Processes
Modern Methods and Classical Problems
Paperback Engels 2016 9783662525463
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
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.
Specificaties
ISBN13:9783662525463
Taal:Engels
Bindwijze:paperback
Uitgever:Springer Berlin Heidelberg
Lezersrecensies
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Inhoudsopgave
<p>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.</p>
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