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Upper and Lower Bounds for Stochastic Processes : Modern Methods and Classical Problems / by Michel Talagrand
(Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics. ISSN:21975655 ; 60)
版 | 1st ed. 2014. |
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出版者 | Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer |
出版年 | 2014 |
本文言語 | 英語 |
大きさ | XV, 626 p : online resource |
著者標目 | *Talagrand, Michel author SpringerLink (Online service) |
件 名 | LCSH:Probabilities LCSH:Functional analysis FREE:Probability Theory FREE:Functional Analysis |
一般注記 | 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 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 HTTP:URL=https://doi.org/10.1007/978-3-642-54075-2 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783642540752 |
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EB00235484 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA273.A1-274.9 DC23:519.2 |
書誌ID | 4000115601 |
ISBN | 9783642540752 |
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※2017年9月4日以降