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Upper and lower bounds for stochastic processes [electronic resource] : modern methods and classical problems / Michel Talagrand.

Talagrand, Michel, 1952-, author.
2014
QA274
Available Online
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Title
Upper and lower bounds for stochastic processes [electronic resource] : modern methods and classical problems / Michel Talagrand.
Author
Talagrand, Michel, 1952-, author.
ISBN
9783642540752 electronic book
3642540759 electronic book
9783642540745
3642540740
DOI
https://doi.org/10.1007/978-3-642-54075-2
Published
Heidelberg : Springer, 2014.
Language
English
Description
1 online resource (xv, 626 pages).
Item Number
10.1007/978-3-642-54075-2 doi
Call Number
QA274
Dewey Decimal Classification
519.2/3
Summary
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.
Bibliography, etc. Note
Includes bibliographical references and index.
Access Note
Access limited to authorized users.
Source of Description
Description based on online resource; title from PDF title page (SpringerLink, viewed February 17, 2014).
Series
Ergebnisse der Mathematik und ihrer Grenzgebiete ; v.60. 0071-1136
Available in Other Form
Upper and lower bounds for stochastic processes
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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.

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