Titel: Upper and Lower Bounds for Stochastic Processes: Modern Methods and Classical Problems (Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics, 60)
Verlag: Springer
Erscheinungsjahr: 2016
Sprache: Englisch
ISBN-10: 3662525461
ISBN-13: 9783662525463
Einband: Softcover
Zustand: New

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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 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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A Graduate Introduction to Numerical Methods and Backward Error Analysis has been selected as a notable book in computing in 2013. Computing Reviews Best of 2013 list consists of book and article nominations from reviewers, CR category editors, the editors-in-chief of journals, and others in the computing community."

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