Emmanuel Rio: 2 books
by Bernard Bercu, Bernard Delyon, Emmanuel Rio
Language: English
Release Date: September 29, 2015
Language: English
Release Date: September 29, 2015
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...
by Emmanuel Rio
Language: English
Release Date: April 13, 2017
Language: English
Release Date: April 13, 2017
Ces notes sont consacrées aux inégalités et aux théorèmes limites classiques pour les suites de variables aléatoires absolument régulières ou fortement mélangeantes au sens de Rosenblatt. Le but poursuivi est de donner des outils techniques pour l'étude des processus faiblement dépendants aux statisticiens ou aux probabilistes travaillant sur ces processus.