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Springer Upper and Lower Bounds for Stochastic Processes

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Description

This second edition of Upper and Lower Bounds for Stochastic Processes provides an in-depth account of modern methods used to bound the supremum of stochastic processes. Published by Springer as part of the Ergebnisse der Mathematik und ihrer Grenzgebiete series, this volume has been completely rewritten to offer substantial improvements to the exposition and simplified proofs. Starting from first principles, the text guides readers toward the frontier of current research. A central focus is the thorough account of generic chaining, a powerful and simple method for bounding stochastic processes. This book serves as a vital resource for probabilists looking to master effective schemes and new results in the field of applied mathematics.

Key Features

This second edition by Springer includes completely rewritten content with simplified proofs and new results.

The text provides a thorough account of generic chaining to help probabilists bound stochastic processes.

The book guides readers from first principles to the frontier of current research in stochastic processes.

It is part of the Ergebnisse der Mathematik und ihrer Grenzgebiete series, volume 60.

This volume offers improved exposition on modern methods used to bound the supremum of stochastic processes.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
21 December 2021
Listed Since
25 June 2021

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