Uniform Central Limit Theorems by R. M. Dudley - 9780521498845

Uniform Central Limit Theorems by R. M. Dudley - 9780521498845

Uniform Central Limit TheoremsAuthor(s): R. M. Dudley\nFormat: Hardback\nPublisher: Cambridge University Press, United Kingdom\nImprint: Cambridge University Press\nISBN-13: 9780521498845, 978-0521498845\nSynopsis\nIn this new edition of a classic work on empirical processes the author, an acknowledged expert, gives a thorough treatment of the subject with the addition of several proved theorems not included in the first edition, including the BretagnolleMassart theorem giving constants in the KomlosMajorTusnady rate of convergence for the classical empirical process, Massart's form of the DvoretzkyKieferWolfowitz inequality with precise constant, Talagrand's generic chaining approach to boundedness of Gaussian processes, a characterization of uniform GlivenkoCantelli classes of functions, Gin and Zinn's characterization of uniform Donsker classes, and the BousquetKoltchinskiiPanchenko theorem that the convex hull of a uniform Donsker class is uniform Donsker. The book will be an ess.

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