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The Generic Chaining
Upper and Lower Bounds of Stochastic Processes
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The fundamental question of characterizing continuity and boundedness of Gaussian processes goes back to Kolmogorov. After essential contributions by R. Dudley and X. Fernique, it was solved by the author in 1985. This advance was followed by a great improvement of our understanding of the boundedness of other fundamental classes of processes (empirical processes, infinitely divisible processes, etc.) This challenging body of work has now been considerably simplified through the notion of "generic chaining", a completely natural variation on the ideas of Kolmogorov. The entirely new presentation adopted here takes the reader from the first principles to the edge of current knowledge, and to the wonderful open problems that remain in this domain.
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG; March 2006
230 pages; ISBN 9783540274995
Read online, or download in secure PDF format
230 pages; ISBN 9783540274995
Read online, or download in secure PDF format
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3540274995
9783540245186
9783540274995