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Upper and Lower Bounds for Stochastic Processes: Modern Methods and Classical Problems

Upper and Lower Bounds for Stochastic Processes: Modern Methods and Classical Problems

Paperback

Series: Ergebnisse Der Mathematik Und Ihrer Grenzgebiete. 3. Folge /, Book 60

CalculusGeneral MathematicsProbability & Statistics

Currently unavailable to order

ISBN10: 3662525461
ISBN13: 9783662525463
Publisher: Springer
Published: Aug 23 2016
Pages: 626
Weight: 1.96
Height: 1.30 Width: 6.10 Depth: 9.25
Language: English
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.

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Probability & Statistics