The Generic Chaining : Upper and Lower Bounds of Stochastic Processes
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 earthqu...
Tallennettuna:
| Päätekijä: | |
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| Aineistotyyppi: | Livre numérique |
| Kieli: | Anglais |
| Julkaistu: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Painos: | 1st ed. 2005. |
| Sarja: | Springer Monographs in Mathematics
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| Linkit: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Huomautus: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • The generic chaining, upper and lower bounds of stochastic processes, Michel Talagrand, 2005, Berlin, Springer, 1 vol. (VIII-222 p.), Springer monographs in mathematics, 3-540-24518-9 • The generic chaining, upper and lower bounds of stochastic processes, Michel Talagrand, 2005, Berlin, Springer, 1 vol. (VIII-222 p.), Springer monographs in mathematics, 3-540-24518-9 • The Generic Chaining, Texte imprimé, 9783540807520 • The generic chaining, upper and lower bounds of stochastic processes, Michel Talagrand, 2005, Berlin, Springer, 1 vol. (VIII-222 p.), Springer monographs in mathematics, 3-540-24518-9 |
| Yhteenveto: | 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 |
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| Huomautukset: | Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| ISBN: | 9783540274995 |
| ISSN: | 2196-9922 |
| Pääsy: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |