Upper and Lower Bounds for Stochastic Processes: Modern Methods and Classical Problems
暫譯: 隨機過程的上界與下界:現代方法與經典問題
Talagrand, Michel
- 出版商: Springer
- 出版日期: 2016-08-23
- 售價: $5,360
- 貴賓價: 9.8 折 $5,252
- 語言: 英文
- 頁數: 626
- 裝訂: Quality Paper - also called trade paper
- ISBN: 3662525461
- ISBN-13: 9783662525463
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相關分類:
機率統計學 Probability-and-statistics
海外代購書籍(需單獨結帳)
商品描述
The book develops modern methods and in particular the "generic chaining" to bound stochastic processes. This methods allows in particular to get optimal bounds for Gaussian and Bernoulli processes. Applications are given to stable processes, infinitely divisible processes, matching theorems, the convergence of random Fourier series, of orthogonal series, and to functional analysis. The complete solution of a number of classical problems is given in complete detail, and an ambitious program for future research is laid out.
商品描述(中文翻譯)
本書發展了現代方法,特別是「通用鏈結(generic chaining)」來界定隨機過程。這種方法特別允許獲得高斯(Gaussian)和伯努利(Bernoulli)過程的最佳界限。書中還應用於穩定過程、無限可分過程、匹配定理、隨機傅立葉級數的收斂、正交級數,以及函數分析。對於多個經典問題的完整解決方案提供了詳細的說明,並提出了一個雄心勃勃的未來研究計畫。
作者簡介
A Graduate Introduction to Numerical Methods and Backward Error Analysis has been selected as a notable book in computing in 2013. Computing Reviews Best of 2013 list consists of book and article nominations from reviewers, CR category editors, the editors-in-chief of journals, and others in the computing community."
作者簡介(中文翻譯)
《數值方法與反向誤差分析的研究生入門》在2013年被選為計算領域的傑出書籍。Computing Reviews 2013年最佳書籍名單包含來自評論者、CR類別編輯、期刊主編及其他計算社群成員的書籍和文章提名。