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Upper and Lower Bounds for Stochastic Processes: Decomposition Theorems (Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics, 60) Ed 2 free ebook download

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Author(s):	Michel Talagrand

Date:	2024	Format:	rar	Language:	English	ISBN/ASIN:	3030825949
Pages:	744	OCR:		Quality:		ISBN13:
Uploader:	stirkout	Upload Date:	12/20/2023 12:11:44 AM

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3030825949 rar
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 probabilists 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 authors 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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Tags: Bounds Decomposition Ergebnisse ihrer Lower Mathematik Processes Stochastic Theorems Upper

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Upper and Lower Bounds for Stochastic Processes: Decomposition Theorems (Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics, 60) Ed 2 free ebook download

Category: Mathematics

Description: Click to see full description

Category:
Mathematics