Stochastic Inequalities and Applications

Author:   Evariste Giné ,  Christian Houdré ,  David Nualart
Publisher:   Birkhauser Verlag AG
Edition:   2003 ed.
Volume:   56
ISBN:  

9783764321970


Pages:   367
Publication Date:   24 October 2003
Format:   Hardback
Availability:   Awaiting stock   Availability explained
The supplier is currently out of stock of this item. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out for you.

Our Price $525.36 Quantity:  
Add to Cart

Share |

Stochastic Inequalities and Applications


Add your own review!

Overview

Full Product Details

Author:   Evariste Giné ,  Christian Houdré ,  David Nualart
Publisher:   Birkhauser Verlag AG
Imprint:   Birkhauser Verlag AG
Edition:   2003 ed.
Volume:   56
Dimensions:   Width: 15.50cm , Height: 2.20cm , Length: 23.50cm
Weight:   0.780kg
ISBN:  

9783764321970


ISBN 10:   3764321970
Pages:   367
Publication Date:   24 October 2003
Audience:   General/trade ,  College/higher education ,  General ,  Tertiary & Higher Education
Format:   Hardback
Publisher's Status:   Active
Availability:   Awaiting stock   Availability explained
The supplier is currently out of stock of this item. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out for you.

Table of Contents

I. Geometric Inequalities.- Large Deviations of Typical Linear Functionals on a Convex Body with Unconditional Basis.- A Concentration Inequality on Riemannian Path Space.- A Remark on Unified Error Exponents: Hypothesis Testing, Data Compression and Measure Concentration.- Concentration Inequalities for Convex Functions on Product Spaces.- II. Independent Random Vectors, Chaos, Martingales and Lévy Processes.- Exponential Inequalities, with Constants, for U-statistics of Order Two.- On a.s. Unconditional Convergence of Random Series in Banach Spaces.- Moment and Tail Estimates for Multidimensional Chaoses Generated by Positive Random Variables with Logarithmically Concave Tails.- A Quantitative Law of Large Numbers via Exponential Martingales.- Sufficient Conditions for Boundedness of Moving Average Processes.- Notes on the Speed of Entropic Convergence in the Central Limit Theorem.- On a Nonsymmetric Version of the Khinchine-Kahane Inequality.- Dimensionality Reduction in Extremal Problems for Moments of Linear Combinations of Vectors with Random Coefficients.- III. Empirical Processes.- Moderate Deviations of Empirical Processes.- Concentration Inequalities for Sub-Additive Functions Using the Entropy Method.- Ratio Limit Theorems for Empirical Processes.- Asymptotic Distributions of Trimmed Wasserstein Distances Between the True and the Empirical Distribution Functions.- IV. Stochastic Differential Equations.- On the Rate of Convergence of Splitting-up Approximations for SPDEs.- Lower Bounds for Densities of Uniformly Elliptic Non-homogeneous Diffusions.- Lyapunov Exponents of Nonlinear Stochastic Differential Equations with Jumps.- Stochastic Differential Equations with Additive Fractional Noise and Locally Unbounded Drift.

Reviews

Author Information

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions
Latest Reading Guide

MRG2025CC

 

Shopping Cart
Your cart is empty
Shopping cart
Mailing List