Concentration inequalities for sums and martingales [[electronic resource] /] / by Bernard Bercu, Bernard Delyon, Emmanuel Rio
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| Autore: |
Bercu Bernard
|
| Titolo: |
Concentration inequalities for sums and martingales [[electronic resource] /] / by Bernard Bercu, Bernard Delyon, Emmanuel Rio
|
| Pubblicazione: | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Edizione: | 1st ed. 2015. |
| Descrizione fisica: | 1 online resource (131 p.) |
| Disciplina: | 510 |
| Soggetto topico: | Probabilities |
| Mathematics | |
| History | |
| Functions of complex variables | |
| Probability Theory and Stochastic Processes | |
| History of Mathematical Sciences | |
| Several Complex Variables and Analytic Spaces | |
| Persona (resp. second.): | DelyonBernard |
| RioEmmanuel | |
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references at the end of each chapters. |
| Nota di contenuto: | Classical Results -- Concentration Inequalities for Sums -- Concentration Inequalities for Martingales -- Applications in Probability and Statistics. |
| Sommario/riassunto: | 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. |
| Titolo autorizzato: | Concentration Inequalities for Sums and Martingales |
| ISBN: | 3-319-22099-3 |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910300243303321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
SpringerBriefs in Mathematics, . 2191-8198