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Paperback Upper and Lower Bounds for Stochastic Processes: Modern Methods and Classical Problems Book
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ISBN: 3662525461

ISBN13: 9783662525463

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

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Format: Paperback

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Book Overview

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...

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Math Mathematics Science & Math

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