Upper and Lower Bounds for Stochastic Processes

Modern Methods and Classical Problems

  • Michel Talagrand

Table of contents

  1. Front Matter
    Pages I-XV
  2. Michel Talagrand
    Pages 1-12
  3. Michel Talagrand
    Pages 13-73
  4. Michel Talagrand
    Pages 91-127
  5. Michel Talagrand
    Pages 129-171
  6. Michel Talagrand
    Pages 173-197
  7. Michel Talagrand
    Pages 199-232
  8. Michel Talagrand
    Pages 233-269
  9. Michel Talagrand
    Pages 271-311
  10. Michel Talagrand
    Pages 313-330
  11. Michel Talagrand
    Pages 331-370
  12. Michel Talagrand
    Pages 371-398
  13. Michel Talagrand
    Pages 447-474
  14. Michel Talagrand
    Pages 475-513
  15. Michel Talagrand
    Pages 515-593
  16. Back Matter
    Pages 595-626

About this book

Introduction

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 in complete detail, and an ambitious program for future research is laid out.

Keywords

Generic Chaining Stochastic Processes

Authors and affiliations

  • Michel Talagrand
    • 1
  1. 1.Institut de MathématiquesUniversité Paris VIParis Cedex 05France

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-54075-2
  • Copyright Information Springer-Verlag Berlin Heidelberg 2014
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-642-54074-5
  • Online ISBN 978-3-642-54075-2
  • Series Print ISSN 0071-1136
  • Series Online ISSN 2197-5655
  • About this book
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