Upper and Lower Bounds for Stochastic Processes (eBook, PDF)

Upper and Lower Bounds for Stochastic Processes (eBook, PDF)

Decomposition Theorems

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This book provides an in-depth account of modern methods used to bound the supremum of stochastic processes. Starting from first principles, it takes the reader to the frontier of current research. This second edition has been completely rewritten, offering substantial improvements to the exposition and simplified proofs, as well as new results. The book starts with a thorough account of the generic chaining, a remarkably simple and powerful method to bound a stochastic process that should belong to every probabilist's toolkit. The effectiveness of the scheme is demonstrated by the characteriz...

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