1.

Record Nr.

UNINA9910960962703321

Autore

Ledoux Michel

Titolo

Probability in Banach Spaces : Isoperimetry and Processes / / by Michel Ledoux, Michel Talagrand

Pubbl/distr/stampa

Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1991

ISBN

3-642-08087-1

3-642-20212-8

Edizione

[1st ed. 1991.]

Descrizione fisica

1 online resource (XII, 480 p. 2 illus.)

Collana

Classics in Mathematics, , 2512-5257

Disciplina

519.2

Soggetti

Probabilities

Functions of real variables

System theory

Control theory

Mathematical optimization

Calculus of variations

Probability Theory

Real Functions

Systems Theory, Control

Calculus of Variations and Optimization

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Bibliographic Level Mode of Issuance: Monograph

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Notation -- 0. Isoperimetric Background and Generalities -- 1. Isoperimetric Inequalities and the Concentration of Measure Phenomenon -- 2. Generalities on Banach Space Valued Random Variables and Random Processes -- I. Banach Space Valued Random Variables and Their Strong Limiting Properties -- 3. Gaussian Random Variables -- 4. Rademacher Averages -- 5. Stable Random Variables -- 6 Sums of Independent Random Variables -- 7. The Strong Law of Large Numbers -- 8. The Law of the Iterated Logarithm -- II. Tightness of Vector Valued Random Variables and Regularity of Random Processes -- 9. Type and Cotype of Banach Spaces -- 10. The Central Limit Theorem -- 11. Regularity of Random Processes -- 12. Regularity of Gaussian and Stable Processes -- 13. Stationary Processes and



Random Fourier Series -- 14. Empirical Process Methods in Probability in Banach Spaces -- 15. Applications to Banach Space Theory -- References.

Sommario/riassunto

Isoperimetric, measure concentration and random process techniques appear at the basis of the modern understanding of Probability in Banach spaces. Based on these tools, the book presents a complete treatment of the main aspects of Probability in Banach spaces (integrability and limit theorems for vector valued random variables, boundedness and continuity of random processes) and of some of their links to Geometry of Banach spaces (via the type and cotype properties). Its purpose is to present some of the main aspects of this theory, from the foundations to the most important achievements. The main features of the investigation are the systematic use of isoperimetry and concentration of measure and abstract random process techniques (entropy and majorizing measures). Examples of these probabilistic tools and ideas to classical Banach space theory are further developed.