Michel Talagrand

(Author)

The Generic Chaining: Upper and Lower Bounds of Stochastic Processes (2005)Hardcover - 2005, 17 March 2005

The Generic Chaining: Upper and Lower Bounds of Stochastic Processes (2005)
Qty
1
Turbo
Ships in 2 - 3 days
In Stock
Free Delivery
Cash on Delivery
15 Days
Free Returns
Secure Checkout
Buy More, Save More
Part of Series
Springer Monographs in Mathematics
Print Length
222 pages
Language
English
Publisher
Springer
Date Published
17 Mar 2005
ISBN-10
3540245189
ISBN-13
9783540245186

Description

What is the maximum level a certain river is likely to reach over the next 25 years? (Having experienced three times a few feet of water in my house, I feel a keen personal interest in this question. ) There are many questions of the same nature: what is the likely magnitude of the strongest earthquake to occur during the life of a planned building, or the speed ofthe strongestwind a suspension bridge will have to stand? All these situations can be modeled inthesamemanner. Thevalue X of the quantity of interest (be it water t level or speed of wind) at time t is a random variable. What can be said about the maximum value of X over a certain range of t? t A collection of random variables (X ), where t belongs to a certain index t set T, is called a stochastic process, and the topic of this book is the study of the supremum of certain stochastic processes, and more precisely to ?nd upper and lower bounds for the quantity EsupX . (0. 1) t t?T Since T might be uncountable, some care has to be taken to de?ne this quantity. For any reasonable de?nition of Esup X we have t t?T EsupX =sup{EsupX; F?T, F ?nite}, (0. 2) t t t?T t?F an equality that we will take as the de?nition of the quantity Esup X . t t?T Thus, the crucial case for the estimation of the quantity (0.

Product Details

Author:
Michel Talagrand
Book Edition:
2005
Book Format:
Hardcover
Country of Origin:
NL
Date Published:
17 March 2005
Dimensions:
23.37 x 15.49 x 2.29 cm
ISBN-10:
3540245189
ISBN-13:
9783540245186
Language:
English
Location:
Berlin, Heidelberg
Pages:
222
Publisher:
Weight:
521.63 gm

Related Categories


Need Help?
+971 6 731 0280
support@gzb.ae

About UsContact UsPayment MethodsFAQsShipping PolicyRefund and ReturnTerms of UsePrivacy PolicyCookie Notice

VisaMastercardCash on Delivery

© 2024 White Lion General Trading LLC. All rights reserved.