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Full Description
This second edition includes several new sections and provides a full update on all sections. This book was welcomed when it was first published as an important comprehensive treatment of the subject which is now brought fully up to date.
Concentration inequalities have been the subject of exciting developments during the last two decades, and have been intensively studied and used as a powerful tool in various areas. These include convex geometry, functional analysis, statistical physics, mathematical statistics, pure and applied probability theory (e.g., concentration of measure phenomena in random graphs, random matrices, and percolation), information theory, theoretical computer science, learning theory, and dynamical systems.
Concentration of Measure Inequalities in Information Theory, Communications, and Coding focuses on some of the key modern mathematical tools that are used for the derivation of concentration inequalities, on their links to information theory, and on their various applications to communications and coding. In addition to being a survey, this monograph also includes various new recent results derived by the authors. It is essential reading for all researchers and scientists in information theory and coding.
Contents
1 Introduction 2 Concentration Inequalities via the Martingale Approach 3 The Entropy Method, Logarithmic Sobolev Inequalities, and Transportation-Cost Inequalities. Acknowledgments. References.
