Publisher description for Upper and lower bounds for stochastic processes : modern methods and classical problems / Michel Talagrand.
Bibliographic record and links to related information available from the Library of Congress catalog
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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.
Library of Congress subject headings for this publication:
Gaussian processes. -- fast -- (OCoLC)fst00939020
Stochastic processes. -- fast -- (OCoLC)fst01133519
Stochastischer Prozess. -- gnd -- (DE-588)4057630-9