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

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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.

Upper and Lower Bounds for Stochastic Processes: Modern Methods and Classical Problems 2016, Springer

ISBN-13: 9783662525463

Softcover Reprint of the Origi edition

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Upper and Lower Bounds for Stochastic Processes: Modern Methods and Classical Problems 2014, Springer-Verlag Berlin and Heidelberg GmbH & Co. K, Berlin

ISBN-13: 9783642540745

2014 edition

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