Upper and Lower Bounds for Stochastic Processes

Upper and Lower Bounds for Stochastic Processes Modern Methods and Classical Problems - Ergebnisse Der Mathematik Und Ihrer Grenzgebiete. Folge 3

2014

Hardback (21 Feb 2014)

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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: 9783642540745
Publisher: Springer Berlin Heidelberg
Imprint: Springer
Pub date:
Edition: 2014
DEWEY: 519.23
DEWEY edition: 23
Language: English
Number of pages: xv, 626
Weight: 1108g
Height: 240mm
Width: 163mm
Spine width: 39mm