Upper and Lower Bounds for Stochastic Processes: Decomposition Theorems

by Michel Talagrand

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...

• Format: Hardcover
• Language: English
• ISBN: 3030825949
• ISBN13: 9783030825942
• Release Date: December 2021
• Publisher: Springer
• Length: 726 Pages
• Weight: 2.67 lbs.
• Dimensions: 1.6" x 6.1" x 9.2"