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Field name	Details
Dewey Class	519.2
Title	Concentration Inequalities for Sums and Martingales ([EBook]) / by Bernard Bercu, Bernard Delyon, Emmanuel Rio.
Author	Bercu, Bernard
Added Personal Name	Delyon, Bernard author.
Added Personal Name	Rio, Emmanuel author.
Other name(s)	SpringerLink (Online service)
Edition statement	1st ed. 2015.
Publication	Cham : : Springer International Publishing : : Imprint: Springer, , 2015.
Physical Details	X, 120 p. 9 illus. in color. : online resource.
Series	SpringerBriefs in Mathematics 2191-8198
ISBN	9783319220994
Summary Note	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.:
Contents note	Classical Results -- Concentration Inequalities for Sums -- Concentration Inequalities for Martingales -- Applications in Probability and Statistics.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site	http://dx.doi.org/10.1007/978-3-319-22099-4
Links to Related Works	Subject References: Functions of complex variables . History . History of Mathematical Sciences . Mathematics . Probabilities . Probability theory and stochastic processes . Several Complex Variables and Analytic Spaces . Authors: Bercu, Bernard . Delyon, Bernard . Rio, Emmanuel . Corporate Authors: SpringerLink (Online service) . Series: SpringerBriefs in Mathematics . Classification: 519.2 . 519.2 (DDC 23) .

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Concentration Inequalities for Sums and Martingales

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