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Technical The Generic Chaining: Upper and Lower Bounds of Stochastic Processes (Springer Monographs in Mathematics)

Posted on 2010-04-14




Name:Technical The Generic Chaining: Upper and Lower Bounds of Stochastic Processes (Springer Monographs in Mathematics)
ASIN/ISBN:3540245189
Publisher:Springer
Publish Date:edition 2005
Pages:222 pages
File size:1.33 Mb
Publisher: Springer
ISBN: 3540245189
Publish Date: edition 2005
File Type: PDF
Pages: 222 pages
File Size: 1,33 mb
   Technical The Generic Chaining: Upper and Lower Bounds of Stochastic Processes (Springer Monographs in Mathematics)



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The Generic Chaining: Upper and Lower Bounds of Stochastic Processes (Springer Monographs in Mathematics)

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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