Concentration Inequalities for Sums and Martingales is popular PDF and ePub book, written by Bernard Bercu in 2015-09-29, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Concentration Inequalities for Sums and Martingales can be Read Online from any device for your convenience.
Concentration Inequalities for Sums and Martingales Book PDF Summary
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.
Detail Book of Concentration Inequalities for Sums and Martingales PDF
- Author : Bernard Bercu
- Release : 29 September 2015
- Publisher : Springer
- ISBN : 9783319220994
- Genre : Mathematics
- Total Page : 131 pages
- Language : English
- PDF File Size : 8,9 Mb
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