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Concentration inequalities for sums ...

Bercu, Bernard.

Concentration inequalities for sums and martingales[electronic resource] /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	519.2
書名/作者:	Concentration inequalities for sums and martingales/ by Bernard Bercu, Bernard Delyon, Emmanuel Rio.
作者:	Bercu, Bernard.
其他作者:	Delyon, Bernard.
出版者:	Cham : : Springer International Publishing :, 2015.
面頁冊數:	x, 120 p. : : ill., digital ;; 24 cm.
Contained By:	Springer eBooks
標題:	Probabilities.
標題:	Stochastic processes.
標題:	Martingales (Mathematics)
標題:	Mathematics.
標題:	Probability Theory and Stochastic Processes.
標題:	History of Mathematical Sciences.
標題:	Several Complex Variables and Analytic Spaces.
ISBN:	9783319220994
ISBN:	9783319220987
內容註:	Classical Results -- Concentration Inequalities for Sums -- Concentration Inequalities for Martingales -- Applications in Probability and Statistics.
摘要、提要註:	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.
電子資源:	http://dx.doi.org/10.1007/978-3-319-22099-4

Concentration inequalities for sums and martingales[electronic resource] /
Bercu, Bernard.

Concentration inequalities for sums and martingales[electronic resource] /by Bernard Bercu, Bernard Delyon, Emmanuel Rio. - Cham :Springer International Publishing :2015. - x, 120 p. :ill., digital ;24 cm. - SpringerBriefs in mathematics,2191-8198. - SpringerBriefs in mathematics..

Classical Results -- Concentration Inequalities for Sums -- Concentration Inequalities for Martingales -- Applications in Probability and Statistics.

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.

ISBN: 9783319220994

Standard No.: 10.1007/978-3-319-22099-4doiSubjects--Topical Terms:

171876
Probabilities.

LC Class. No.: QA273

Dewey Class. No.: 519.2

Concentration inequalities for sums and martingales[electronic resource] /
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520 $a 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.
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