18.S998 Empirical Processes (fall 2011)

Prerequisite:18.445 or permission of instructor
Instructor: Richard Dudley
Time and Location: Monday, Friday at 3 room 2-136

2-0-6 H-LEVEL Grad Credit

The Brownian bridge. Gaussian processes generally. Empirical probability measures and processes on general (Euclidean and other) spaces. Laws of large numbers and central limit theorems uniformly over classes of sets and functions. Vapnik-Cervonenkis combinatorics. Bracketing. Bootstrap limit theorems. Concentration inequalities.