Overview
First book available on commonly used probability inequalities
Aggregation of most basic inequalities in this area with some proofs and references listed after
All inequalities sorted to facilitate readers in finding what they need easily and quickly
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Table of contents (12 chapters)
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Front Matter
Keywords
About this book
Inequality has become an essential tool in many areas of mathematical research, for example in probability and statistics where it is frequently used in the proofs. "Probability Inequalities" covers inequalities related with events, distribution functions, characteristic functions, moments and random variables (elements) and their sum. The book shall serve as a useful tool and reference for scientists in the areas of probability and statistics, and applied mathematics.
Prof. Zhengyan Lin is a fellow of the Institute of Mathematical Statistics and currently a professor at Zhejiang University, Hangzhou, China. He is the prize winner of National Natural Science Award of China in 1997. Prof. Zhidong Bai is a fellow of TWAS and the Institute of Mathematical Statistics; he is a professor at the National University of Singapore and Northeast Normal University, Changchun, China.
Reviews
From the reviews:
“This is a relatively short book of 181 pages organized in 12 chapters with the avowed aim of introducing beginning research workers in probability and statistics to ‘frequently used’ inequalities. … I would heartily recommend this book to beginning researchers wanting to find ‘frequently used’ inequalities and learn some of the standard arguments.” (Jon Wellner, SIAM Review, Vol. 54 (2), 2012)
“This book contains a large collection of probability inequalities. … The authors present most of the results with proofs. The book is useful addition and a valuable source for any researcher in probability and statistics.” (B. L. S. Prakasa Rao, Zentralblatt MATH, Vol. 1221, 2011)
Authors and Affiliations
Bibliographic Information
Book Title: Probability Inequalities
Authors: Zhengyan Lin, Zhidong Bai
DOI: https://doi.org/10.1007/978-3-642-05261-3
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2011
Softcover ISBN: 978-3-642-43777-9Published: 09 December 2014
eBook ISBN: 978-3-642-05261-3Published: 30 May 2011
Edition Number: 1
Number of Pages: VII, 181
Additional Information: Jointly published with Science Press
Topics: Probability Theory and Stochastic Processes, Statistical Theory and Methods