| ISBN |
: ISBN-13: 9783319220987 [paperback] |
| Kolasi |
: x, 120 halaman : gambar ; 23 cm. |
| Seri |
: Springer Briefs in Mathematics |
| Materi Koleksi |
: Buku-Bacaan Pendukung |
| Bahasa |
: Inggris |
| Subjek |
: Probabilities ; Probabilitas, Teori Kemungkinan |
| Kata Kunci |
: Probabilities, martingales (mathematics), stochastic processes ; Probabilitas, martingales (matematika), proses stokastik |
| Keterangan |
: This book 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. The second chapter deals with classical concentration inequalities for sums of independent random variables such as the famous Hoeffding, Bennett, Bernstein and Talagrand 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 |
