Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics: Modern Methods and Classical Problems

Talagrand, Michel

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.

Details

Published by: Springer

Publication Date: 2016-08-23

Format: Paperback

ISBN-13: 9783662525463

DOI: 10.1007/978-3-642-54075-2

Dimensions: 235cm x155cm

Pages: 626