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 "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....
E-bog
1021,49 DKK
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.