Upper And Lower Bounds For Stochastic Processes By Michel Talagrand

Upper And Lower Bounds For Stochastic Processes By Michel Talagrand
by Michel Talagrand / / / PDF


Read Online 6 MB Download


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.

views: 494