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Concentration inequalities for sums and martingales [electronic resource]
- 作者： Bercu, Bernard.
- 其他作者：
- 其他題名：
- SpringerBriefs in mathematics,
- 出版： Cham : Springer International Publishing :Imprint: Springer
- 叢書名： SpringerBriefs in mathematics,
- 主題： Probabilities , Stochastic processes , Martingales (Mathematics) , Mathematics , Probability Theory and Stochastic Processes. , History of Mathematical Sciences. , Several Complex Variables and Analytic Spaces.
- ISBN： 9783319220994 (electronic bk.) 、 9783319220987 (paper)
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FIND@SFXID:
CGU
- 資料類型: 電子書
- 內容註: Classical Results -- Concentration Inequalities for Sums -- Concentration Inequalities for Martingales -- Applications in Probability and Statistics.
- 摘要註: 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.
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讀者標籤：
- 系統號： 005137357 | 機讀編目格式
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