High Dimensional Probability (Paperback, Softcover reprint of the original 1st ed. 1998)

What is high dimensional probability? Under this broad name we collect topics with a common philosophy, where the idea of high dimension plays a key role, either in the problem or in the methods by which it is approached. Let us give a specific example that can be immediately understood, that of Gaussian processes. Roughly speaking, before 1970, the Gaussian processes that were studied were indexed by a subset of Euclidean space, mostly with dimension at most three. Assuming some regularity on the covariance, one tried to take advantage of the structure of the index set. Around 1970 it was understood, in particular by Dudley, Feldman, Gross, and Segal that a more abstract and intrinsic point of view was much more fruitful. The index set was no longer considered as a subset of Euclidean space, but simply as a metric space with the metric canonically induced by the process. This shift in perspective subsequently lead to a considerable clarification of many aspects of Gaussian process theory, and also to its applications in other settings.

General

Imprint:	Birkhauser Verlag AG
Country of origin:	Switzerland
Series:	Progress in Probability, 43
Release date:	November 2012
First published:	November 2012
Editors:	Ernst Eberlein • Marjorie Hahn
Dimensions:	235 x 155 x 18mm (L x W x T)
Format:	Paperback
Pages:	335
Edition:	Softcover reprint of the original 1st ed. 1998
ISBN-13:	978-3-03-489790-7
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Promotions
LSN:	3-03-489790-1
Barcode:	9783034897907

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!