Upper and Lower Bounds for Stochastic Processes: Decomposition Theorems by Michel Talagrand
English | EPUB | 2021 | 744 Pages | ISBN : 3030825949 | 42.2 MB
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.