Related Books

The Generic Chaining
Language: en
Pages: 240
Authors: Michel Talagrand
Categories: Mathematics
Type: BOOK - Published: 2005-03-17 - Publisher: Springer Science & Business Media

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The fundamental question of characterizing continuity and boundedness of Gaussian processes goes back to Kolmogorov. After contributions by R. Dudley and X. Fer
Upper and Lower Bounds for Stochastic Processes
Language: en
Pages: 630
Authors: Michel Talagrand
Categories: Mathematics
Type: BOOK - Published: 2014-02-12 - Publisher: Springer Science & Business Media

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The book develops modern methods and in particular the "generic chaining" to bound stochastic processes. This methods allows in particular to get optimal bounds
The Generic Chaining
Language: en
Pages: 0
Authors: Michel Talagrand
Categories: Mathematics
Type: BOOK - Published: 2005-03-17 - Publisher: Springer

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The fundamental question of characterizing continuity and boundedness of Gaussian processes goes back to Kolmogorov. After contributions by R. Dudley and X. Fer
High-Dimensional Probability
Language: en
Pages: 299
Authors: Roman Vershynin
Categories: Business & Economics
Type: BOOK - Published: 2018-09-27 - Publisher: Cambridge University Press

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An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.
Upper and Lower Bounds for Stochastic Processes
Language: en
Pages: 727
Authors: Michel Talagrand
Categories: Mathematics
Type: BOOK - Published: 2022-01-01 - Publisher: Springer Nature

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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