Progress in Probability

Stochastic Inequalities and Applications

Editors: Giné, Evariste, Houdré, Christian, Nualart, David (Eds.)

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About this book

Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to many applications particularly in stochastic analysis. The broad range and the high quality of the contributions make this book highly attractive for graduates, postgraduates and researchers in the above areas.

Table of contents (20 chapters)

Table of contents (20 chapters)
  • Large Deviations of Typical Linear Functionals on a Convex Body with Unconditional Basis

    Pages 3-13

    Bobkov, Sergey G. (et al.)

  • A Concentration Inequality on Riemannian Path Space

    Pages 15-21

    Houdré, Christian (et al.)

  • A Remark on Unified Error Exponents: Hypothesis Testing, Data Compression and Measure Concentration

    Pages 23-32

    Kontoyiannis, Ioannis (et al.)

  • Concentration Inequalities for Convex Functions on Product Spaces

    Pages 33-52

    Samson, Paul-Marie

  • Exponential Inequalities, with Constants, for U-statistics of Order Two

    Pages 55-69

    Houdré, Christian (et al.)

Buy this book

eBook $109.00
price for USA in USD
  • ISBN 978-3-0348-8069-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $169.99
price for USA in USD
Softcover $149.99
price for USA in USD
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Inequalities and Applications
Editors
  • Evariste Giné
  • Christian Houdré
  • David Nualart
Series Title
Progress in Probability
Series Volume
56
Copyright
2003
Publisher
Birkhäuser Basel
Copyright Holder
Springer Basel AG
eBook ISBN
978-3-0348-8069-5
DOI
10.1007/978-3-0348-8069-5
Hardcover ISBN
978-3-7643-2197-0
Softcover ISBN
978-3-0348-9428-9
Series ISSN
1050-6977
Edition Number
1
Number of Pages
VIII, 367
Topics