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Michel Talagrand - Upper and Lower Bounds for Stochastic Processes: Decomposition Theorems
English | 2021 | Springer Nature | ISBN: 978-3-030-82594-2 | 727 pages | PDF | 9 MB
This book provides an in-depth account of modern methods used to bound the supremum of stochastic processes. Starting from first principles, it presents the decomposition theorems and advanced techniques developed to analyze the sample path properties of Gaussian and non-Gaussian processes. It serves as a vital reference for researchers in probability theory, functional analysis, and related mathematical disciplines.
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