Upper and Lower Bounds for Stochastic Processes (2nd Ed., 2nd ed. 2021) Decomposition Theorems Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics Series, Vol. 60
Auteur : Talagrand Michel
1. What is This Book About? Part I The Generic Chaining.- 2 Gaussian Processes and the Generic Chaining.- 3 Trees and Other Measures of Size.- 4 Matching Theorems.- Part II Some Dreams Come True.- 5 Warming Up with p-Stable Processes.- 6 Bernoulli Processes.- 7 Random Fourier Series and Trigonometric Sums.- 8 Partitioning Scheme and Families of Distances.- 9 Peaky Part of Functions.- 10 Proof of the Bernoulli Conjecture.- 11 Random Series of Functions.- 12 Infinitely Divisible Processes.- 13 Unfulfilled Dreams.- Part III Practicing.- 14 Empirical Processes, II.- 15 Gaussian Chaos.- 16 Convergence of Orthogonal Series; Majorizing Measures.- 17 Shor's Matching Theorem.- 18 The Ultimate Matching Theorem in Dimension Three.- 19 Application to Banach Space Theory.- A Discrepancy for Convex Sets.- B Some Deterministic Arguments.- C Classical View of Infinitely Divisible Processes.- D Reading Suggestions.- E Research Directions.- F Solutions of Selected Exercises.- G Comparison with the First Edition.- References.- Index.
Presents complete proofs of deep results in probability
Provides essential tools and methods
Discusses a number of classical problems and fundamental open questions
Date de parution : 12-2021
Ouvrage de 726 p.
15.5x23.5 cm