Concentration Inequalities for Sums and Martingales

• Main Authors: Bercu, Bernard (Author), Delyon, Bernard (Author), Rio, Emmanuel (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Edition: 1st ed. 2015.
• Series: SpringerBriefs in Mathematics,
• Subjects: 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...

Table of Contents:

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