Upper and Lower Bounds for Stochastic Processes

Name: Upper and Lower Bounds for Stochastic Processes
Brand: Springer Nature Switzerland AG
SKU: 9783030825942
Price: 3654 CZK
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Decomposition Theorems

Autor: Michel Talagrand

Jazyk:

Vazba: Pevná

Vydavatel: Springer Nature Switzerland AG

Dostupnost: Skladem u dodavatele

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This book provides an in-depth account of modern methods used to bound the supremum of stochastic pr...

Informace o knize

Autor

Michel Talagrand

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2021

Stránek

726

EAN

9783030825942

ISBN

3030825949

Enbook ID

37629353

Vydavatel

Springer Nature Switzerland AG

Hmotnost

1274

Rozměry

155 x 235 x 46

Kompletní popis

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.

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Upper and Lower Bounds for Stochastic Processes

Decomposition Theorems

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také