Selected Works of R.M. Dudley

• Convergence in Law.- Weak Convergence of Probabilities on Nonseparable Metric Spaces and Empirical Measures on Euclidean Spaces.- Measures on Non-Separable Metric Spaces.- Distances of Probability Measures and Random Variables.- An Extended Wichura Theorem, Definitions of Donsker Class, and Weighted Empirical Distributions.- Markov Processes.- Lorentz-invariant Markov processes in relativistic phase space.- A note on Lorentz-invariant Markov processes.- Asymptotics of Some Relativistic Markov Processes.- Gaussian Processes.- The Sizes of Compact Subsets of Hilbert Space and Continuity of Gaussian Processes.- On seminorms and probabilities, and abstract Wiener spaces.- Sample Functions of the Gaussian Process.- On the Lower Tail of Gaussian Seminorms.- Empirical Processes.- Special Invited Paper.- Empirical and Poisson Processes on Classes of Sets or Functions Too Large for Central Limit Theorems.- Invariance Principles for Sums of Banach Space Valued Random Elements and Empirical Processes.- Universal Donsker Classes and Metric Entropy.- Nonlinear functionals and p-variation.- Fréchet Differentiability, p-Variation and Uniform Donsker Classes.- The Order of the Remainder in Derivatives of Composition and Inverse Operators for p-Variation Norms.- Empirical Processes and p-variation.- Miscellanea.- Pathological Topologies and Random Walks on Abelian Groups.- Metric Entropy of Some Classes of Sets with Differentiable Boundaries.- Wiener Functionals as Itô Integrals.- A Metric Entropy Bound is Not Sufficient for Learnability.- Asymptotic Normality with Small Relative Errors of Posterior Probabilities of Half-Spaces.

From the reviews:“This book is comprised of a number of Professor R. M. Dudley’s best works … . Each part begins with an introduction followed by a number of papers written by Dudley and his co-researchers. … The book also presents a biographical sketch of Dudley and provides his bibliography (1961–2009). … This is a comprehensive collection of work within mathematical statistics and probability theory and will be of special interest to graduate students and researchers in probability, statistics and related fields.” (Technometrics, Vol. 53 (2), May, 2011)