Concentration Inequalities for Sums and Martingales

Nonfiction, Science & Nature, Mathematics, History, Statistics
Cover of the book Concentration Inequalities for Sums and Martingales by Bernard Bercu, Bernard Delyon, Emmanuel Rio, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Bernard Bercu, Bernard Delyon, Emmanuel Rio ISBN: 9783319220994
Publisher: Springer International Publishing Publication: September 29, 2015
Imprint: Springer Language: English
Author: Bernard Bercu, Bernard Delyon, Emmanuel Rio
ISBN: 9783319220994
Publisher: Springer International Publishing
Publication: September 29, 2015
Imprint: Springer
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Springer International Publishing

Cover of the book High-Resolution and High-Speed Integrated CMOS AD Converters for Low-Power Applications by Bernard Bercu, Bernard Delyon, Emmanuel Rio
Cover of the book Complex Networks and Their Applications VII by Bernard Bercu, Bernard Delyon, Emmanuel Rio
Cover of the book The Free Exercise of Religion in America by Bernard Bercu, Bernard Delyon, Emmanuel Rio
Cover of the book Brain Metastases by Bernard Bercu, Bernard Delyon, Emmanuel Rio
Cover of the book The Single-Neuron Theory by Bernard Bercu, Bernard Delyon, Emmanuel Rio
Cover of the book Musculoskeletal Research and Basic Science by Bernard Bercu, Bernard Delyon, Emmanuel Rio
Cover of the book Neurological Aspects of Spinal Cord Injury by Bernard Bercu, Bernard Delyon, Emmanuel Rio
Cover of the book Camille Flammarion's The Planet Mars by Bernard Bercu, Bernard Delyon, Emmanuel Rio
Cover of the book Robustness in Statistical Forecasting by Bernard Bercu, Bernard Delyon, Emmanuel Rio
Cover of the book Bayesian Cost-Effectiveness Analysis with the R package BCEA by Bernard Bercu, Bernard Delyon, Emmanuel Rio
Cover of the book Chemical and Pharmacological Perspective of Artemisia amygdalina by Bernard Bercu, Bernard Delyon, Emmanuel Rio
Cover of the book Language in Complexity by Bernard Bercu, Bernard Delyon, Emmanuel Rio
Cover of the book A Brief History of Mechanical Engineering by Bernard Bercu, Bernard Delyon, Emmanuel Rio
Cover of the book Numerical Methods for Stochastic Partial Differential Equations with White Noise by Bernard Bercu, Bernard Delyon, Emmanuel Rio
Cover of the book Networked Systems by Bernard Bercu, Bernard Delyon, Emmanuel Rio
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy