Description
Upper and Lower Bounds for Stochastic Processes, Softcover reprint of the original 1st ed. 2014
Modern Methods and Classical Problems
Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics Series, Vol. 60
Author: Talagrand Michel
Language: EnglishSubject for Upper and Lower Bounds for Stochastic Processes:
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Description
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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.
Develops modern methods and in particular the "generic chaining" to bound stochastic processes
Gives applications to stable processes, infinitely divisible processes, matching theorems etc.
Gives the complete solution of a number of classical problems
Includes supplementary material: sn.pub/extras