Téléchargez le livre : Upper and Lower Bounds for Stochastic Processes
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Description
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 range of readers.
Pages
726 pages
Collection
Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathemati
Parution
2022-01-01
Marque
Springer
EAN papier
9783030825942
EAN PDF
9783030825959
Informations sur l'ebook
Nombre pages copiables
7
Nombre pages imprimables
72
Taille du fichier
9646 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
158,24 €
EAN EPUB
9783030825959
Informations sur l'ebook
Nombre pages copiables
7
Nombre pages imprimables
72
Taille du fichier
42998 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
158,24 €

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