The Generic Chaining :
Talagrand, Michel.
The Generic Chaining : Upper and Lower Bounds of Stochastic Processes / by Michel Talagrand. - viii, 222 páginas recurso en línea. - Springer Monographs in Mathematics, 1439-7382 .
Springer eBooks
Overview and Basic Facts -- Gaussian Processes and Related Structures -- Matching Theorems -- The Bernoulli Conjecture -- Families of distances -- Applications to Banach Space Theory.
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.
9783540274995
10.1007/3540274995 doi
QA273.A1-274.9
The Generic Chaining : Upper and Lower Bounds of Stochastic Processes / by Michel Talagrand. - viii, 222 páginas recurso en línea. - Springer Monographs in Mathematics, 1439-7382 .
Springer eBooks
Overview and Basic Facts -- Gaussian Processes and Related Structures -- Matching Theorems -- The Bernoulli Conjecture -- Families of distances -- Applications to Banach Space Theory.
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.
9783540274995
10.1007/3540274995 doi
QA273.A1-274.9