In 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 Bretagnolle-Massart theorem giving constants in the Komlos-Major-Tusnady rate of convergence for the classical empirical process, Massart's form of the Dvoretzky-Kiefer-Wolfowitz inequality with precise constant, Talagrand's generic chaining approach to boundedness of Gaussian processes, a characterization of uniform Glivenko-Cantelli classes of functions, Gine and Zinn's characterization of uniform Donsker classes, and the Bousquet-Koltchinskii-Panchenko theorem that the convex hull of a uniform Donsker class is uniform Donsker. The book will be an essential reference for mathematicians working in infinite-dimensional central limit theorems, mathematical statisticians, and computer scientists working in computer learning theory. Problems are included at the end of each chapter so the book can also be used as an advanced text.

This expanded edition of the classic work on empirical processes now boasts several new proved theorems not in the first.

About the Author
R. M. Dudley is a Professor of Mathematics at the Massachusetts Institute of Technology in Cambridge, Massachusetts.


Book Information
ISBN 9780521498845
Author R. M. Dudley
Format Hardback
Page Count 486
Imprint Cambridge University Press
Publisher Cambridge University Press
Weight(grams) 770g
Dimensions(mm) 235mm * 158mm * 30mm