Téléchargez le livre : Concentration Inequalities for Sums and Martingales

Concentration Inequalities for Sums and Martingales



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Éditeur :

Springer


Collection :

SpringerBriefs in Mathematics

Paru le : 2015-09-29



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Description

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.
Pages
120 pages
Collection
SpringerBriefs in Mathematics
Parution
2015-09-29
Marque
Springer
EAN papier
9783319220987
EAN PDF
9783319220994
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
12
Taille du fichier
1802 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
79,11 €
EAN EPUB
9783319220994
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
12
Taille du fichier
2202 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
79,11 €

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