Upper and Lower Bounds for Stochastic Processes : Modern Methods and Classical Problems

Upper and Lower Bounds for Stochastic Processes : Modern Methods and Classical Problems - Ergebnisse Der Mathematik Und Ihrer Grenzgebiete

Paperback (23 Aug 2016)

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Publisher's Synopsis

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.

Book information

ISBN: 9783662525463
Publisher: Springer Berlin Heidelberg
Imprint: Springer
Pub date:
DEWEY: 519.23
DEWEY edition: 23
Language: English
Number of pages: 626
Weight: 9591g
Height: 235mm
Width: 155mm
Spine width: 33mm