Upper and Lower Bounds for Stochastic Processes (e-bog) af Talagrand, Michel
Talagrand, Michel (forfatter)

Upper and Lower Bounds for Stochastic Processes e-bog

1021,49 DKK (inkl. moms 1276,86 DKK)
The book develops modern methods and in particular the &quote;generic chaining&quote; 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....
E-bog 1021,49 DKK
Forfattere Talagrand, Michel (forfatter)
Forlag Springer
Udgivet 12 februar 2014
Genrer PBKF
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9783642540752
The book develops modern methods and in particular the "e;generic chaining"e; 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.