The Generic Chaining: Upper and Lower Bounds for Stochastic Processes (Springer Monographs in Mathematics)

by Michel Talagrand

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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. Fernique, it was solved by the author. This book provides an overview of "generic chaining", a completely natural variation on the ideas of Kolmogorov. It takes the reader from the first principles to the edge of current knowledge and to the open problems that remain in this domain.

  • ISBN10 3540274995
  • ISBN13 9783540274995
  • Publish Date December 2005 (first published 1 January 2005)
  • Publish Status Active
  • Publish Country DE
  • Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
  • Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • Format eBook
  • Language English