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Progress in Probability

High Dimensional Probability III

Editors: Hoffmann-Joergensen, Joergen, Marcus, Michael B., Wellner, Jon A. (Eds.)

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About this book

The title High Dimensional Probability is an attempt to describe the many trib­ utaries of research on Gaussian processes and probability in Banach spaces that started in the early 1970's. In each of these fields it is necessary to consider large classes of stochastic processes under minimal conditions. There are rewards in re­ search of this sort. One can often gain deep insights, even about familiar processes, by stripping away details that in hindsight turn out to be extraneous. Many of the problems that motivated researchers in the 1970's were solved. But the powerful new tools created for their solution, such as randomization, isoperimetry, concentration of measure, moment and exponential inequalities, chaining, series representations and decoupling turned out to be applicable to other important areas of probability. They led to significant advances in the study of empirical processes and other topics in theoretical statistics and to a new ap­ proach to the study of aspects of Levy processes and Markov processes in general. Papers on these topics as well as on the continuing study of Gaussian processes and probability in Banach are included in this volume.

Table of contents (20 chapters)

Table of contents (20 chapters)
  • Stochastic inequalities and perfect independence

    Pages 3-34

    Hoffmann-Jørgensen, J.

  • Prokhorov—LeCam—Varadarajan’s Compactness Criteria for Vector Measures on Metric Spaces

    Pages 35-42

    Kawabe, Jun

  • On Measures in Locally Convex Spaces

    Pages 43-54

    Uglanov, A. V.

  • Karhunen-Loève Expansions for Weighted Wiener Processes and Brownian Bridges via Bessel Functions

    Pages 57-93

    Deheuvels, Paul (et al.)

  • Extension du théorème de Cameron-Martin aux translations aléatoires. II. Intégrabilité des densités

    Pages 95-102

    Fernique, Xavier

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-3-0348-8059-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $169.99
price for USA
  • ISBN 978-3-7643-2187-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $149.99
price for USA
  • ISBN 978-3-0348-9423-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.

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Bibliographic Information

Bibliographic Information
Book Title
High Dimensional Probability III
Editors
  • Joergen Hoffmann-Joergensen
  • Michael B. Marcus
  • Jon A. Wellner
Series Title
Progress in Probability
Series Volume
55
Copyright
2003
Publisher
Birkhäuser Basel
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-3-0348-8059-6
DOI
10.1007/978-3-0348-8059-6
Hardcover ISBN
978-3-7643-2187-1
Softcover ISBN
978-3-0348-9423-4
Series ISSN
1050-6977
Edition Number
1
Number of Pages
VIII, 346
Topics