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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 theore...
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Lenguaje: | eng |
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Springer
2014
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Acceso en línea: | https://dx.doi.org/10.1007/978-3-642-54075-2 http://cds.cern.ch/record/1666233 |