Text

Concentration Inequalities for Sums and Martingales

---

The purpose of this book is to provide an overview of historical and recent results on concentration inequalities for sums of independent random variables and for martingales. The first chapter is devoted to classical asymptotic results in probability such as the strong law of large numbers and the central limit theorem. Our goal is to show that it is really interesting to make use of concentration inequalities for sums and martingales. The second chapter deals with classical concentration inequalities for sums of independent random variables such as the famous Hoeffding, Bennett, Bernstein and Talagrand inequalities. Further results and improvements are also provided such as the missing factors in those inequalities. The third chapter concerns concentration inequalities for martingales such as Azuma-Hoeffding, Freedman and De la Pena inequalities. Several extensions are also provided. The fourth chapter is devoted to applications of concentration inequalities in probability and statistics

---

Availability

No copy data

Detail Information

Series Title

SpringerBriefs in Mathematics

Call Number

510

Publisher

Cham : Springer., 2015

Collation

x, 120 pages

Language

English

ISBN/ISSN

9783319220994

Classification

510

Content Type

-

Media Type

-

Carrier Type

online resource

Edition

1

Subject(s)

MATHEMATICS Applied

Specific Detail Info

-

Statement of Responsibility

-

Other Information

Cataloger

Kurnadi

Source

-

Validator

-

Digital Object Identifier (DOI)

-

Journal Volume

-

Journal Issue

-

Subtitle

-

Parallel Title

-

Other version/related

File Attachment

Comments

---

You must be logged in to post a comment