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SpringerBriefs in Mathematics

Concentration Inequalities for Sums and Martingales

Authors: Bercu, Bernard, Delyon, Bernard, Rio, Emmanuel

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  • Covers an extensive amount of different concentration inequalities for both sums and martingales
  • Touches upon applications for probability and statistics
  • Includes both classic and recent results on concentration inequalities
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  • ISBN 978-3-319-22099-4
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  • ISBN 978-3-319-22098-7
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About this book

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 (4 chapters)

Table of contents (4 chapters)

Buy this book

eBook $54.99
price for USA in USD
  • ISBN 978-3-319-22099-4
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $69.99
price for USA in USD
  • ISBN 978-3-319-22098-7
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
  • Usually ready to be dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Concentration Inequalities for Sums and Martingales
Authors
Series Title
SpringerBriefs in Mathematics
Copyright
2015
Publisher
Springer International Publishing
Copyright Holder
The Authors
eBook ISBN
978-3-319-22099-4
DOI
10.1007/978-3-319-22099-4
Softcover ISBN
978-3-319-22098-7
Series ISSN
2191-8198
Edition Number
1
Number of Pages
X, 120
Number of Illustrations
9 illustrations in colour
Topics

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