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The chaining approach to comparison Bednorz, Witold
Description
I would like to explain the role of chaining method in the comparison of certain functionals of processes - expectations of suprema or tails of suprema. The basic setting for the problem is that we have two processes and we can compare their increments in the sense of moments or tails. Now the question is does it imply that the suprema of these two processes can also be compared and what are the consequences when such a comparison is possible
Item Metadata
Title |
The chaining approach to comparison
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Creator | |
Publisher |
Banff International Research Station for Mathematical Innovation and Discovery
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Date Issued |
2017-06-01T11:44
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Description |
I would like to explain the role of chaining method in the comparison of certain functionals of processes - expectations of suprema or tails of suprema. The basic setting for the problem is that we have two processes and we can compare their increments in the sense of moments or tails. Now the question is does it imply that the suprema of these two processes can also be compared and what are the consequences when such a comparison is possible
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Extent |
33.0
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Subject | |
Type | |
File Format |
video/mp4
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Language |
eng
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Notes |
Author affiliation: University of Warsaw
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Series | |
Date Available |
2019-03-11
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Provider |
Vancouver : University of British Columbia Library
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Rights |
Attribution-NonCommercial-NoDerivatives 4.0 International
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DOI |
10.14288/1.0376737
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URI | |
Affiliation | |
Peer Review Status |
Unreviewed
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Scholarly Level |
Faculty
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Rights URI | |
Aggregated Source Repository |
DSpace
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Item Media
Item Citations and Data
Rights
Attribution-NonCommercial-NoDerivatives 4.0 International