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Concentration Inequalities for Sums and Martingales

af Bernard Bercu, Bernard Delyon, Emmanuel Rio

indgår i SpringerBriefs in Mathematics serien

Concentration Inequalities for Sums and Martingales af Bernard Bercu
Bag om Concentration Inequalities for Sums and Martingales

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319220987
  • Indbinding:
  • Paperback
  • Sideantal:
  • 120
  • Udgivet:
  • 30. september 2015
  • Udgave:
  • 12015
  • Størrelse:
  • 235x155x8 mm.
  • Vægt:
  • 2357 g.
  • 2-3 uger.
  • 11. december 2024
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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.

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