Upper and Lower Bounds for Stochastic Processes
Modern Methods and Classical Problems
Published on 21. February 2014
Book
Hardback
XV, 626 pages
978-3-642-54074-5 (ISBN)
Description
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.
Reviews / Votes
From the book reviews: "The topic of this book is the study of the supremum of certain stochastic processes, more precisely, it describes how to find upper and lower bounds for this suprema. ... The book can be interesting for all potential readers who study the modern stochastic methods, for undergraduate and postgraduate students, for specialists in the theory of stochastic processes and for practitioners who treat the trajectories of stochastic models." (Yuliya S. Mishura, zbMATH, Vol. 1293, 2014)More details
Product info
HC runder Rücken kaschiert
Series
Language
English
Place of publication
Berlin, Heidelberg
Germany
Target group
Research
Illustrations
biography
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 40 mm
Weight
1116 gr
ISBN-13
978-3-642-54074-5 (9783642540745)
DOI
10.1007/978-3-642-54075-2
Schweitzer Classification
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New editions
Book
12/2021
2nd Edition
Springer
€171.19
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Additional editions
Michel Talagrand
Upper and Lower Bounds for Stochastic Processes
Modern Methods and Classical Problems
Book
08/2016
Springer
€128.39
Shipment within 7-9 days
Michel Talagrand
Upper and Lower Bounds for Stochastic Processes
Modern Methods and Classical Problems
E-Book
02/2014
1st Edition
Springer
€117.69
Available for download
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"A Graduate Introduction to Numerical Methods and Backward Error Analysis" has been selected as a notable book in computing in 2013. Computing Reviews' Best of 2013 list consists of book and article nominations from reviewers, CR category editors, the editors-in-chief of journals, and others in the computing community.
Content
0. Introduction.- 1. Philosophy and Overview of the Book.- 2. Gaussian Processes and the Generic Chaining.- 3. Random Fourier Series and Trigonometric Sums, I. - 4. Matching Theorems I.- 5. Bernouilli Processes.- 6. Trees and the Art of Lower Bounds.- 7. Random Fourier Series and Trigonometric Sums, II.- 8. Processes Related to Gaussian Processes.- 9. Theory and Practice of Empirical Processes.- 10. Partition Scheme for Families of Distances.- 11. Infinitely Divisible Processes.- 12. The Fundamental Conjectures.- 13. Convergence of Orthogonal Series; Majorizing Measures.- 14. Matching Theorems, II: Shor's Matching Theorem. 15. The Ultimate Matching Theorem in Dimension = 3.- 16. Applications to Banach Space Theory.- 17. Appendix: What this Book is Really About.- 18. Appendix: Continuity.- References. Index.