Upper and Lower Bounds for Stochastic Proc...

Um unseren Shop nutzen zu können, müssen Sie Javascript in Ihrem Browser aktivieren.

Dekorationsartikel gehören nicht zum Leistungsumfang.

Sprache: Englisch

135,95 €*

inkl. MwSt.

Versandkostenfrei per Post / DHL

Lieferzeit 2-3 Wochen

Sie können kein Produkt in den Warenkorb legen, da Javascript und technisch notwendige Cookies aktiviert sein müssen.

Kategorien:

Der Artikel ist nicht in deutscher Sprache verfasst.
Die Sprache der Produktbeschreibung und Details kann in Englisch angegeben sein. Sollten Sie Verständnisprobleme haben, wenden Sie sich gerne an uns.

Beschreibung

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.

Über den Autor

Michel Talagrand has made profound contributions to mathematics, notably in probability theory and related topics. The author of several books and well over 200 research papers, he is the recipient of several awards, including the Loève Prize, the Fermat Prize and the Shaw Prize. He has been a plenary speaker at the International Congress of Mathematicians and is a member of the French Academy of Sciences.

Zusammenfassung

Presents complete proofs of deep results in probability

Provides essential tools and methods

Discusses a number of classical problems and fundamental open questions

Inhaltsverzeichnis

1. What is This Book About? Part I The Generic Chaining.- 2 Gaussian Processes and the Generic Chaining.- 3 Trees and Other Measures of Size.- 4 Matching Theorems.- Part II Some Dreams Come True.- 5 Warming Up with p-Stable Processes.- 6 Bernoulli Processes.- 7 Random Fourier Series and Trigonometric Sums.- 8 Partitioning Scheme and Families of Distances.- 9 Peaky Part of Functions.- 10 Proof of the Bernoulli Conjecture.- 11 Random Series of Functions.- 12 Infinitely Divisible Processes.- 13 Unfulfilled Dreams.- Part III Practicing.- 14 Empirical Processes, II.- 15 Gaussian Chaos.- 16 Convergence of Orthogonal Series; Majorizing Measures.- 17 Shor's Matching Theorem.- 18 The Ultimate Matching Theorem in Dimension Three.- 19 Application to Banach Space Theory.- A Discrepancy for Convex Sets.- B Some Deterministic Arguments.- C Classical View of Infinitely Divisible Processes.- D Reading Suggestions.- E Research Directions.- F Solutions of Selected Exercises.- G Comparison withthe First Edition.- References.- Index.

Details

Erscheinungsjahr:	2021
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Buch
Seiten:	744
Reihe:	Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics
Inhalt:	xviii 726 S. 13 s/w Illustr. 726 p. 13 illus.
ISBN-13:	9783030825942
ISBN-10:	3030825949
Sprache:	Englisch
Ausstattung / Beilage:	HC runder Rücken kaschiert
Einband:	Gebunden
Autor:	Talagrand, Michel
Auflage:	2nd ed. 2021
Hersteller:	Springer International Publishing Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics
Maße:	241 x 160 x 46 mm
Von/Mit:	Michel Talagrand
Erscheinungsdatum:	21.12.2021
Gewicht:	1,267 kg

preigu-id: 120294308