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Concentration Inequalities for Sums and Martingales

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Concentration Inequalities for Sums and Martingales/ by Bernard Bercu, Bernard Delyon, Emmanuel Rio.
Author:	Bercu, Bernard.
other author:	Delyon, Bernard.
Description:	X, 120 p. 9 illus. in color.online resource. :
Contained By:	Springer Nature eBook
Subject:	Probabilities. -
Online resource:	https://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. - 1st ed. 2015. - X, 120 p. 9 illus. in color.online resource. - 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:

527847
Probabilities.

LC Class. No.: QA273.A1-274.9

Dewey Class. No.: 519.2

Concentration Inequalities for Sums and Martingales
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