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Concentration inequalities for sums ...

Bercu, Bernard.

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Concentration inequalities for sums and martingales

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Concentration inequalities for sums and martingales/ by Bernard Bercu, Bernard Delyon, Emmanuel Rio.
作者:	Bercu, Bernard.
其他作者:	Delyon, Bernard.
出版者:	Cham :Springer International Publishing : : 2015.,
面頁冊數:	x, 120 p. :ill., digital ;24 cm.
內容註:	Classical Results -- Concentration Inequalities for Sums -- Concentration Inequalities for Martingales -- Applications in Probability and Statistics.
Contained By:	Springer eBooks
標題:	Probabilities. -
電子資源:	http://dx.doi.org/10.1007/978-3-319-22099-4
ISBN:	9783319220994

Concentration inequalities for sums and martingales
Bercu, Bernard.

Concentration inequalities for sums and martingales[electronic resource] /by Bernard Bercu, Bernard Delyon, Emmanuel Rio. - Cham :Springer International Publishing :2015. - x, 120 p. :ill., digital ;24 cm. - SpringerBriefs in mathematics,2191-8198. - SpringerBriefs in mathematics..

Classical Results -- Concentration Inequalities for Sums -- Concentration Inequalities for Martingales -- Applications in Probability and Statistics.

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.

ISBN: 9783319220994

Standard No.: 10.1007/978-3-319-22099-4doiSubjects--Topical Terms:

518889
Probabilities.

LC Class. No.: QA273

Dewey Class. No.: 519.2

Concentration inequalities for sums and martingales
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