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

By: Talagrand, Michel, 1952- [author.]Material type: Text

TextPublisher number: Best.-Nr.: 86357483Series: Ergebnisse der Mathematik und ihrer Grenzgebiete ; 3. Folge, Bd. 60.Publisher: Heidelberg ; New York : Springer, [2014]Copyright date: 2014Description: xv, 626 pages ; 25 cmContent type: text Media type: unmediated Carrier type: volumeISBN: 9783642540745; 3642540740Subject(s): Stochastic processes | Gaussian processes | Gaussian processes | Stochastic processes | Stochastischer ProzessAdditional physical formats: No title; Online version:: Upper and lower bounds for stochastic processes.DDC classification: 519.2/3 LOC classification: QA274 | .T335 2014Other classification: 510 | SK 820 Online resources: Table of contents | Content description | Publisher description

Contents:

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.

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. -- Source other Library of Congress.

List(s) this item appears in: Mathematica

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Holdings ( 6 )
Title notes ( 3 )

Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Book	Books at groups	Maas Group		Not for loan
Book	Library		519-2014 (Browse shelf(Opens below))	Checked out	13/07/2022	AT-ISTA#001186
Book	Library		519-2014 (Browse shelf(Opens below))	Available		AT-ISTA#001188
Book	Library		519-2014 (Browse shelf(Opens below))	Available		AT-ISTA#001187
Book	Library		519-2014 (Browse shelf(Opens below))	Available		AT-ISTA#001185
Book	Library		519-2014 (Browse shelf(Opens below))	Available		AT-ISTA#001189

Total holds: 0

Includes bibliographical references (pages 617-624) and index.

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. -- Source other Library of Congress.