Upper and Lower Bounds for Stochastic Processes

Anglický jazyk

Upper and Lower Bounds for Stochastic Processes

Vydavateľstvo: Springer
Rok vydania: 2021
Formát: Hardback
Rozmer: 241 x 160 mm
Jazyk: Anglický jazyk
ISBN: 9783030825942

This book provides an in-depth account of modern methods used to bound the supremum of stochastic processes. Starting from first principles, it takes the reader to the frontier of current research. This second edition has been completely rewritten, offering... Viac o knihe

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O knihe

The book starts with a thorough account of the generic chaining, a remarkably simple and powerful method to bound a stochastic process that should belong to every probabilist's toolkit. The effectiveness of the scheme is demonstrated by the characterization of sample boundedness of Gaussian processes. Much of the book is devoted to exploring the wealth of ideas and results generated by thirty years of efforts to extend this result to more general classes of processes, culminating in the recent solution of several key conjectures.

A large part of this unique book is devoted to the author's influential work. While many of the results presented are rather advanced, others bear on the very foundations of probability theory. In addition to providing an invaluable reference for researchers, the book should therefore also be of interest to a wide range of readers.