Upper And Lower Bounds For Stochastic Processes
DOWNLOAD
Download Upper And Lower Bounds For Stochastic Processes PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Upper And Lower Bounds For Stochastic Processes book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Upper And Lower Bounds For Stochastic Processes
DOWNLOAD
Author : Michel Talagrand
language : en
Publisher: Springer Science & Business Media
Release Date : 2014-02-12
Upper And Lower Bounds For Stochastic Processes written by Michel Talagrand and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-02-12 with Mathematics categories.
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.
Upper And Lower Bounds For Stochastic Processes
DOWNLOAD
Author : Michel Talagrand
language : un
Publisher:
Release Date : 2004
Upper And Lower Bounds For Stochastic Processes written by Michel Talagrand and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with categories.
Upper And Lower Bounds For Stochastic Processes
DOWNLOAD
Author : Michel Talagrand
language : en
Publisher: Springer Nature
Release Date : 2022-01-01
Upper And Lower Bounds For Stochastic Processes written by Michel Talagrand and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-01-01 with Mathematics categories.
This book provides an in-depth account of modern methods used to bound the supremum of stochastic processes. Starting from first principles, it takes the reader to the frontier of current research. This second edition has been completely rewritten, offering substantial improvements to the exposition and simplified proofs, as well as new results. The book starts with a thorough account of the generic chaining, a remarkably simple and powerful method to bound a stochastic process that should belong to every probabilist’s toolkit. The effectiveness of the scheme is demonstrated by the characterization of sample boundedness of Gaussian processes. Much of the book is devoted to exploring the wealth of ideas and results generated by thirty years of efforts to extend this result to more general classes of processes, culminating in the recent solution of several key conjectures. A large part of this unique book is devoted to the author’s influential work. While many of the results presented are rather advanced, others bear on the very foundations of probability theory. In addition to providing an invaluable reference for researchers, the book should therefore also be of interest to a wide range of readers.
Upper And Lower Bounds For Stochastic Processes
DOWNLOAD
Author : Michel Talagrand
language : en
Publisher:
Release Date : 2021
Upper And Lower Bounds For Stochastic Processes written by Michel Talagrand and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021 with categories.
This book provides an in-depth account of modern methods used to bound the supremum of stochastic processes. Starting from first principles, it takes the reader to the frontier of current research. This second edition has been completely rewritten, offering substantial improvements to the exposition and simplified proofs, as well as new results. The book starts with a thorough account of the generic chaining, a remarkably simple and powerful method to bound a stochastic process that should belong to every probabilist's toolkit. The effectiveness of the scheme is demonstrated by the characterization of sample boundedness of Gaussian processes. Much of the book is devoted to exploring the wealth of ideas and results generated by thirty years of efforts to extend this result to more general classes of processes, culminating in the recent solution of several key conjectures. A large part of this unique book is devoted to the author's influential work. While many of the results presented are rather advanced, others bear on the very foundations of probability theory. In addition to providing an invaluable reference for researchers, the book should therefore also be of interest to a wide range of readers.
The Generic Chaining
DOWNLOAD
Author : Michel Talagrand
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-12-08
The Generic Chaining written by Michel Talagrand and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-12-08 with Mathematics categories.
Author's Note: The material of this book has been reworked and expanded with a lot more detail and published in the author's 2014 book "Upper and Lower Bounds for Stochastic Processes" (Ergebnisse Vol. 60, ISBN 978-3-642-54074-5). That book is much easier to read and covers everything that is in "The Generic Chaining" book in a more detailed and comprehensible way. ************What is the maximum level a certain river is likely to reach over the next 25 years? (Having experienced three times a few feet of water in my house, I feel a keen personal interest in this question. ) There are many questions of the same nature: what is the likely magnitude of the strongest earthquake to occur during the life of a planned building, or the speed of the strongest wind a suspension bridge will have to stand? All these situations can be modeled in the same manner. The value X of the quantity of interest (be it water t level or speed of wind) at time t is a random variable. What can be said about the maximum value of X over a certain range of t? t A collection of random variables (X ), where t belongs to a certain index t set T, is called a stochastic process, and the topic of this book is the study of the supremum of certain stochastic processes, and more precisely to ?nd upper and lower bounds for the quantity EsupX . (0. 1) t t?T Since T might be uncountable, some care has to be taken to de?ne this quantity. For any reasonable de?nition of Esup X we have t t?T EsupX =sup{EsupX ; F?T,F ?nite} , (0. 2) t t t?T t?F an equality that we will take as the de?nition of the quantity Esup X . t t?T Thus, the crucial case for the estimation of the quantity (0.
The Generic Chaining
DOWNLOAD
Author : Michel Talagrand
language : en
Publisher:
Release Date : 2005
The Generic Chaining written by Michel Talagrand and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with categories.
The Generic Chaining
DOWNLOAD
Author : Michel Talagrand
language : en
Publisher: Springer
Release Date : 2005-03-17
The Generic Chaining written by Michel Talagrand and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-03-17 with Mathematics categories.
The fundamental question of characterizing continuity and boundedness of Gaussian processes goes back to Kolmogorov. After contributions by R. Dudley and X. Fernique, it was solved by the author. This book provides an overview of "generic chaining", a completely natural variation on the ideas of Kolmogorov. It takes the reader from the first principles to the edge of current knowledge and to the open problems that remain in this domain.
Stochastic Processes
DOWNLOAD
Author : Robert G. Gallager
language : en
Publisher: Cambridge University Press
Release Date : 2013-12-12
Stochastic Processes written by Robert G. Gallager and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-12 with Business & Economics categories.
The definitive textbook on stochastic processes, written by one of the world's leading information theorists, covering both theory and applications.
Stochastic Process Limits
DOWNLOAD
Author : Ward Whitt
language : en
Publisher: Springer Science & Business Media
Release Date : 2002-01-08
Stochastic Process Limits written by Ward Whitt and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-01-08 with Mathematics categories.
From the reviews: "The material is self-contained, but it is technical and a solid foundation in probability and queuing theory is beneficial to prospective readers. [... It] is intended to be accessible to those with less background. This book is a must to researchers and graduate students interested in these areas." ISI Short Book Reviews
Stochastic Processes Theory And Methods
DOWNLOAD
Author : D N Shanbhag
language : en
Publisher: Gulf Professional Publishing
Release Date : 2001
Stochastic Processes Theory And Methods written by D N Shanbhag and has been published by Gulf Professional Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Mathematics categories.
This volume in the series contains chapters on areas such as pareto processes, branching processes, inference in stochastic processes, Poisson approximation, Levy processes, and iterated random maps and some classes of Markov processes. Other chapters cover random walk and fluctuation theory, a semigroup representation and asymptomatic behavior of certain statistics of the Fisher-Wright-Moran coalescent, continuous-time ARMA processes, record sequence and their applications, stochastic networks with product form equilibrium, and stochastic processes in insurance and finance. Other subjects include renewal theory, stochastic processes in reliability, supports of stochastic processes of multiplicity one, Markov chains, diffusion processes, and Ito's stochastic calculus and its applications. c. Book News Inc.