The generic chaining : upper and lower bounds of stochastic processes

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. TOC:0. Introduction.- 1. Overview and Basic Facts.- 2.- Gaussian Processes and Related Structures.- 3. Matching Theorems.- 4. The Bernoulli Conjecture.- 5. Families of Distances.- 6. Applications to Banach Space Theory

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISBN
9783540245186
3540245189
Dimensions
24 cm
Extent
VIII, 222 S.
Language
Englisch
Notes
Literaturverz. S. 217 - 220

Classification
Mathematik
Keyword
Stochastischer Prozess
Extremwert

Event
Veröffentlichung
(where)
Berlin, Heidelberg, New York
(who)
Springer
(when)
2005
Creator

Table of contents
Rights
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Last update
11.06.2025, 2:18 PM CEST

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Associated

Time of origin

  • 2005

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