The Generic Chaining

Upper and Lower Bounds of Stochastic Processes

Michel Talagrand - Collection Springer Monographs in Mathematics

220 pages, parution le 02/06/2005

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Résumé

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.

L'auteur - Michel Talagrand

University of Paris, France, and The Ohio State University

Sommaire

Introduction
Overview and Basic Facts
Gaussian Processes and Related Structures
Matching Theorems
The Bernoulli Conjecture
Families of Distances
Applications to Banach Space Theory
References
Index

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	Michel Talagrand
Collection	Springer Monographs in Mathematics
Parution	02/06/2005
Nb. de pages	220
Format	16 x 24
Couverture	Relié
Poids	453g
Intérieur	Noir et Blanc
EAN13	9783540245186