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Probability in Banach Spaces : Isoperimetry and Processes / by Michel Ledoux, Michel Talagrand
(Classics in Mathematics. ISSN:25125257)
Edition | 1st ed. 1991. |
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Publisher | (Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer) |
Year | 1991 |
Language | English |
Size | XII, 480 p. 2 illus : online resource |
Authors | *Ledoux, Michel author Talagrand, Michel author SpringerLink (Online service) |
Subjects | LCSH:Probabilities LCSH:Functions of real variables LCSH:System theory LCSH:Control theory LCSH:Mathematical optimization LCSH:Calculus of variations FREE:Probability Theory FREE:Real Functions FREE:Systems Theory, Control FREE:Calculus of Variations and Optimization |
Notes | Notation -- 0. Isoperimetric Background and Generalities -- 1. Isoperimetric Inequalities and the Concentration of Measure Phenomenon -- 2. Generalities on Banach Space Valued Random Variables and Random Processes -- I. Banach Space Valued Random Variables and Their Strong Limiting Properties -- 3. Gaussian Random Variables -- 4. Rademacher Averages -- 5. Stable Random Variables -- 6 Sums of Independent Random Variables -- 7. The Strong Law of Large Numbers -- 8. The Law of the Iterated Logarithm -- II. Tightness of Vector Valued Random Variables and Regularity of Random Processes -- 9. Type and Cotype of Banach Spaces -- 10. The Central Limit Theorem -- 11. Regularity of Random Processes -- 12. Regularity of Gaussian and Stable Processes -- 13. Stationary Processes and Random Fourier Series -- 14. Empirical Process Methods in Probability in Banach Spaces -- 15. Applications to Banach Space Theory -- References Isoperimetric, measure concentration and random process techniques appear at the basis of the modern understanding of Probability in Banach spaces. Based on these tools, the book presents a complete treatment of the main aspects of Probability in Banach spaces (integrability and limit theorems for vector valued random variables, boundedness and continuity of random processes) and of some of their links to Geometry of Banach spaces (via the type and cotype properties). Its purpose is to present some of the main aspects of this theory, from the foundations to the most important achievements. The main features of the investigation are the systematic use of isoperimetry and concentration of measure and abstract random process techniques (entropy and majorizing measures). Examples of these probabilistic tools and ideas to classical Banach space theory are further developed HTTP:URL=https://doi.org/10.1007/978-3-642-20212-4 |
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E-Book | Location | Media type | Volume | Call No. | Status | Reserve | Comments | ISBN | Printed | Restriction | Designated Book | Barcode No. |
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E-Book | オンライン | 電子ブック |
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Springer eBooks | 9783642202124 |
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電子リソース |
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EB00228525 |
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Material Type | E-Book |
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Classification | LCC:QA273.A1-274.9 DC23:519.2 |
ID | 4000109765 |
ISBN | 9783642202124 |
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