ENGLISH

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

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2014
ISBN
978-3-642-54074-5, 978-3-642-54075-2
DOI
10.1007/978-3-642-54075-2
Language
english
Format
PDF
Filesize
11 MB (11371318 bytes)
Series
Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics 60
Edition
1
Pages
626\629
Time added
2014-11-24 04:00:00
Probability Theory and Stochastic Processes; Funct

Description

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.

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