Overview
- Develops modern methods and in particular the "generic chaining" to bound stochastic processes
- Gives applications to stable processes, infinitely divisible processes, matching theorems etc.
- Gives the complete solution of a number of classical problems
- Includes supplementary material: sn.pub/extras
Part of the book series: Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics (MATHE3, volume 60)
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Table of contents (16 chapters)
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Front Matter
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Back Matter
Keywords
About this book
Reviews
“Although he writes a book about inequalities of stochastic processes, Talagrand focuses on modern abstract methods, completely abdicating the ‘classical approach’. … Talagrand’s goal in this book is, without any doubt, very ambitious. … it contains marvelous ideas that should very likely be in the toolbox of anyone dealing with stochastic processes.” (Antonio Auffinger, Bulletin of the American Mathematical Society, Vol. 53 (1), January, 2016)
“Each chapter begins with an explanation of the overall philosophy and gives a brief survey of the things to come. This makes a rewarding read for everyone with a sound probability background, and for the specialist it is even entertaining and most inspiring. … There are many areas where Talagrand has a very personal view of things which, I am sure, will be food for thought for future generations of probabilists.”(René L. Schilling, The Mathematical Gazette, Vol. 100 (547), 2016)
“The topic of this book is the study of the supremum of certain stochastic processes, more precisely, it describes how to find upper and lower bounds for this suprema. … The book can be interesting for all potential readers who study the modern stochastic methods, for undergraduate and postgraduate students, for specialists in the theory of stochastic processes and for practitioners who treat the trajectories of stochastic models.” (Yuliya S. Mishura, zbMATH, Vol. 1293, 2014)Authors and Affiliations
Bibliographic Information
Book Title: Upper and Lower Bounds for Stochastic Processes
Book Subtitle: Modern Methods and Classical Problems
Authors: Michel Talagrand
Series Title: Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics
DOI: https://doi.org/10.1007/978-3-642-54075-2
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2014
Softcover ISBN: 978-3-662-52546-3Published: 23 August 2016
eBook ISBN: 978-3-642-54075-2Published: 12 February 2014
Series ISSN: 0071-1136
Series E-ISSN: 2197-5655
Edition Number: 1
Number of Pages: XV, 626
Topics: Probability Theory and Stochastic Processes, Functional Analysis