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Generic Chaining

Upper and Lower Bounds of Stochastic Processes

Language EnglishEnglish
Book Hardback
Book Generic Chaining Michel Talagrand
Libristo code: 01560301
The fundamental question of characterizing continuity and boundedness of Gaussian processes goes bac... Full description
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The fundamental question of characterizing continuity and boundedness of Gaussian processes goes back to Kolmogorov. After essential contributions by R. Dudley and X. Fernique, it was solved by the author in 1985. This advance was followed by a great improvement of our understanding of the boundedness of other fundamental classes of processes (empirical processes, infinitely divisible processes, etc.) This challenging body of work has now been considerably simplified through the notion of "generic chaining", a completely natural variation on the ideas of Kolmogorov. The entirely new presentation adopted here takes the reader from the first principles to the edge of current knowledge, and to the wonderful open problems that remain in this domain.

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About the book

Full name Generic Chaining
Language English
Binding Book - Hardback
Date of issue 2005
Number of pages 222
EAN 9783540245186
ISBN 3540245189
Libristo code 01560301
Weight 523
Dimensions 155 x 235 x 19
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