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Upper and Lower Bounds for Stochastic Processes

Upper and Lower Bounds for Stochastic Processes

Brand
Springer Nature
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N/A
Part Number
0
GTIN
9783642540752
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New
Product Description

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.

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