Preface to the Second Edition |
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xi | |
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1 Donsker's Theorem and Inequalities |
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1 | (60) |
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1.1 Empirical Processes: The Classical Case |
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6 | (1) |
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1.2 Metric Entropy and Capacity |
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7 | (2) |
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9 | (6) |
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1.4 Proof of the Bretagnolle-Massart Theorem |
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15 | (24) |
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1.5 The DKW Inequality in Massart's Form |
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39 | (22) |
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2 Gaussian Processes; Sample Continuity |
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61 | (72) |
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2.1 General Empirical and Gaussian Processes |
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61 | (1) |
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62 | (5) |
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2.3 Bounds for Gaussian Vectors |
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67 | (6) |
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2.4 Inequalities for Gaussian Distributions |
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73 | (9) |
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82 | (3) |
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2.6 Gaussian Measures and Convexity |
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85 | (3) |
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2.7 Regularity of the Isonormal Process |
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88 | (6) |
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2.8 A Metric Entropy Condition for Continuity |
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94 | (6) |
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2.9 Gaussian Concentration Inequalities |
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100 | (8) |
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108 | (9) |
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2.11 Homogeneous and Quasi-Homogeneous Sets in H |
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117 | (4) |
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2.12 Sample Continuity and Compactness |
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121 | (4) |
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2.13 Two-Series and One-Series Theorems |
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125 | (8) |
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3 Definition of Donsker Classes |
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133 | (42) |
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3.1 Definitions: Convergence in Law |
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133 | (4) |
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3.2 Measurable Cover Functions |
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137 | (6) |
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3.3 Almost Uniform, Outer Probability Convergence |
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143 | (2) |
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145 | (4) |
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3.5 Almost Surely Convergent Realizations |
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149 | (5) |
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3.6 Conditions Equivalent to Convergence in Law |
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154 | (5) |
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3.7 Asymptotic Equicontinuity |
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159 | (3) |
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3.8 Unions of Donsker Classes |
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162 | (1) |
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3.9 Sequences of Sets and Functions |
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163 | (5) |
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3.10 Donsker Classes and Sequential Limits |
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168 | (1) |
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3.11 Convex Hulls of Donsker Classes |
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168 | (7) |
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4 Vapnik---Cervonenkis Combinatorics |
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175 | (38) |
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4.1 Vapnik---Cervonenkis Classes of Sets |
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175 | (4) |
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4.2 Generating Vapnik---Cervonenkis Classes |
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179 | (4) |
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183 | (2) |
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185 | (7) |
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192 | (8) |
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4.6 Probability Laws and Independence |
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200 | (4) |
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4.7 VC Properties of Function Classes |
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204 | (1) |
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4.8 Classes of Functions and Dual Density |
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205 | (8) |
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213 | (26) |
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215 | (7) |
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222 | (7) |
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5.3 Suslin Properties and Selection |
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229 | (10) |
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6 Limit Theorems for VC-Type Classes |
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239 | (30) |
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6.1 Glivenko---Cantelli Theorems |
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239 | (8) |
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6.2 Glivenko---Cantelli Properties for Given P |
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247 | (4) |
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6.3 Pollard's Central Limit Theorem |
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251 | (9) |
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6.4 Necessary Conditions for Limit Theorems |
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260 | (9) |
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7 Metric Entropy with Bracketing |
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269 | (15) |
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7.1 The Blum-DeHardt Theorem |
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269 | (5) |
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7.2 Bracketing Central Limit Theorems |
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274 | (5) |
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7.3 The Power Set of a Countable Set |
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279 | (5) |
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8 Approximation of Functions and Sets |
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284 | (35) |
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8.1 Introduction: The Hausdorff Metric |
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284 | (3) |
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8.2 Spaces of Differentiable Functions and Sets |
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287 | (13) |
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300 | (5) |
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8.4 Metric Entropy of Classes of Convex Sets |
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305 | (14) |
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9 Two Samples and the Bootstrap |
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319 | (29) |
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319 | (4) |
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323 | (22) |
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9.3 Other Aspects of the Bootstrap |
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345 | (3) |
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10 Uniform and Universal Limit Theorems |
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348 | (43) |
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10.1 Uniform Glivenko---Cantelli Classes |
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348 | (12) |
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10.2 Universal Donsker Classes |
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360 | (6) |
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10.3 Metric Entropy of Convex Hulls in Hilbert Space |
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366 | (6) |
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10.4 Uniform Donsker Classes |
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372 | (16) |
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10.5 Universal Glivenko---Cantelli Classes |
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388 | (3) |
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11 Classes Too Large to Be Donsker |
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391 | (26) |
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11.1 Universal Lower Bounds |
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391 | (2) |
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393 | (2) |
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11.3 Poissonization and Random Sets |
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395 | (5) |
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11.4 Lower Bounds in Borderline Cases |
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400 | (10) |
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11.5 Proof of Theorem 11.10 |
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410 | (7) |
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A Differentiating under an Integral Sign |
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417 | (7) |
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B Multinomial Distributions |
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424 | (3) |
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C Measures on Nonseparable Metric Spaces |
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427 | (3) |
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D An Extension of Lusin's Theorem |
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430 | (2) |
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E Bochner and Pettis Integrals |
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432 | (5) |
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F Nonexistence of Some Linear Forms |
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437 | (3) |
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G Separation of Analytic Sets |
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440 | (3) |
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443 | (3) |
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I Versions of Isonormal Processes |
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446 | (3) |
Bibliography |
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449 | (14) |
Notation Index |
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463 | (2) |
Author Index |
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465 | (3) |
Subject Index |
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468 | |