Michel Talagrand: 1 book
Upper and Lower Bounds for Stochastic Processes
Modern Methods and Classical Problems
Language: English
Release Date: February 12, 2014
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,...
