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

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.

List of contents

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.

Product details

• Authors: Michel Talagrand
• Publisher: Springer, Berlin
• Languages: English
• Product format: Hardback
• Released: 21.02.2014
• EAN: 9783642540745
• ISBN: 978-3-642-54074-5
• No. of pages: 626
• Dimensions: 162 mm x 245 mm x 39 mm
• Weight: 1113 g
• Illustrations: Literaturverz.
• Series: Ergebnisse der Mathematik und ihrer Grenzgebiete, 3. Folge; Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; B, Funktionalanalysis und Abwandlungen, Mathematics and Statistics, Functional Analysis, Probability Theory and Stochastic Processes, Probabilities, Stochastics, Probability Theory, Functional analysis & transforms, Generic Chaining;Stochastic Processes