An Introduction to Continuity, Extrema, and Related Topics for General Gaussian ProcessesIMS, 1990 - 160 Seiten |
Häufige Begriffe und Wortgruppen
a.s. bounded a.s. continuity Adler assume Asymptotic Banach space Borell's inequality boundedness Brownian bridge Brownian motion calculation canonical metric centered Gaussian process central limit theorem cesses Chapter complete the proof constant convergence Corollary covariance function denote density differentiable distribution Dudley Dynkin entropy function example exists fact Fernique finite Gaussian processes Gaussian variables Geman Haar measure implies k-dimensional L2 space Lecture Notes Lemma Lévy processes lower bound Marcus Markov processes metric entropy metric space Notes in Math P{sup parameter space Pisier preprint Prob probability measure proof of Theorem prove random fields random variable real valued result Samorodnitsky sample path continuity satisfying sequence Slepian's inequality Springer Verlag stable processes stochastic processes subsets suprema supremum supter t₁ Talagrand theory of Gaussian ultrametric upper bound v(dt VEP(T W₁ X₁
Verweise auf dieses Buch
Weak Convergence and Empirical Processes: With Applications to Statistics AW van der Vaart,Aad van der Vaart,Jon Wellner Eingeschränkte Leseprobe - 1996 |
Monte Carlo and Quasi-Monte Carlo Methods 1996: Proceedings of a Conference ... Harald Niederreiter Eingeschränkte Leseprobe - 1998 |