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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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Detalles Bibliográficos
Autor principal: Talagrand, Michel
Lenguaje:eng
Publicado: Springer 2014
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-642-54075-2
http://cds.cern.ch/record/1666233