rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Concentration Inequalities for Sums and Martingales
  name:
    name part: Bercu, Bernard.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Delyon, Bernard.
    role:
      role term: author.
  name:
    name part: Rio, Emmanuel.
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2015
    edition: 1st ed. 2015.
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: X, 120 p. 9 illus. in color. online resource.
  abstract: 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.
  table of contents: Classical Results -- Concentration Inequalities for Sums -- Concentration Inequalities for Martingales -- Applications in Probability and Statistics.
  note: by Bernard Bercu, Bernard Delyon, Emmanuel Rio.
  subject:
    topic: Mathematics
  subject:
    topic: Functions of complex variables
  subject:
    topic: History
  subject:
    topic: Probabilities
  subject:
    topic: Mathematics
  subject:
    topic: Probability Theory and Stochastic Processes
  subject:
    topic: History of Mathematical Sciences
  subject:
    topic: Several Complex Variables and Analytic Spaces
  classification: QA273.A1-274.9
  classification: QA274-274.9
  classification: 519.2
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: SpringerBriefs in Mathematics
  identifier: 9783319220994
  identifier: http://dx.doi.org/10.1007/978-3-319-22099-4
  record info:
    record creation date: 150929
    record change date: 20151124021345.0
    record identifier: 978-3-319-22099-4