Uniform Central Limit Theorems by R. M. Dudley (Massachusetts Institute of Technology)
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 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, Gine 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 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.