Concentration Inequalities for Sums and Martingales

• Κύριοι συγγραφείς: Bercu, Bernard (Συγγραφέας), Delyon, Bernard (Συγγραφέας), Rio, Emmanuel (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Έκδοση: 1st ed. 2015.
• Σειρά: SpringerBriefs in Mathematics,
• Θέματα: Mathematics.; Functions of complex variables.; History.; Probabilities.; Probability Theory and Stochastic Processes.; History of Mathematical Sciences.; Several Complex Variables and Analytic Spaces.

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...