The Generic Chaining: Upper And Lower Bounds Of Stochastic Processes (springer Monographs In Mathematics)

The Generic Chaining: Upper And Lower Bounds Of Stochastic Processes (springer Monographs In Mathematics)
by Michel Talagrand / / / PDF


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The fundamental question of characterizing continuity and boundedness of Gaussian processes goes back to Kolmogorov. After contributions by R. Dudley and X. Fernique, it was solved by the author. This book provides an overview of "generic chaining", a completely natural variation on the ideas of Kolmogorov. It takes the reader from the first principles to the edge of current knowledge and to the open problems that remain in this domain.

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