Upper and Lower Bounds for Stochastic Processes

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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 s...
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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 s...
Read more
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  • Formats: pdf
  • ISBN: 9783642540752
  • Publication Date: 12 Feb 2014
  • Publisher: Springer Berlin Heidelberg
  • Product language: English
  • Drm Setting: DRM