Upper and lower bounds for stochastic processes

by Michel Talagrand | 21 February 2014
Category: Mathematics
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.
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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.
Currently out of stock
Orders will not be processed until after the current Coronavirus (COVID-19) restrictions are lifted
Eligible for free delivery
461 Reward Points

Any purchases for more than €10 are eligible for free delivery anywhere in the UK or Ireland!

€153.99
Currently out of stock
Orders will not be processed until after the current Coronavirus (COVID-19) restrictions are lifted
Eligible for free delivery
461 Reward Points

Any purchases for more than €10 are eligible for free delivery anywhere in the UK or Ireland!

Product 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.

Product Details

Upper and lower bounds for stochastic processes

ISBN9783642540745

Format

PublisherSPRINGER (21 February. 2014)

No. of Pages0

Weight10815

Language English (United States)

Dimensions 235 x 155 x 41