书目名称 | Upper and Lower Bounds for Stochastic Processes |
副标题 | Decomposition Theore |
编辑 | Michel Talagrand |
视频video | |
概述 | Presents complete proofs of deep results in probability.Provides essential tools and methods.Discusses a number of classical problems and fundamental open questions |
丛书名称 | Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathemati |
图书封面 |  |
描述 | This book provides an in-depth account of modern methods used to bound the supremum of stochastic processes. Starting from first principles, it takes the reader to the frontier of current research. This second edition has been completely rewritten, offering substantial improvements to the exposition and simplified proofs, as well as new results..The book starts with a thorough account of the generic chaining, a remarkably simple and powerful method to bound a stochastic process that should belong to every probabilist’s toolkit.The effectiveness of the scheme is demonstrated by the characterization of sample boundedness of Gaussian processes. Much of the book is devoted to exploring the wealth of ideas and results generated by thirty years of efforts to extend this result to more general classes of processes, culminating in the recent solution of several key conjectures..A large part of this unique book is devoted to the author’s influential work.While many of the results presented are rather advanced, others bear on the very foundations of probability theory. In addition to providing an invaluable reference for researchers, the book should therefore also be of interest to a wide ra |
出版日期 | Book 2021Latest edition |
关键词 | Gaussian processes; Sample boundedness; Majorizing measure theorem; Matching theorems; Ultimate matching |
版次 | 2 |
doi | https://doi.org/10.1007/978-3-030-82595-9 |
isbn_ebook | 978-3-030-82595-9Series ISSN 0071-1136 Series E-ISSN 2197-5655 |
issn_series | 0071-1136 |
copyright | Springer Nature Switzerland AG 2021 |