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Full Description
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, information theory, theoretical computer science, learning theory, and dynamical systems.
This book 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, it also includes various new recent results derived by the authors.This third edition of the bestselling book introduces the reader to the martingale method and the Efron-Stein-Steele inequalities in completely new sections. A new application of lossless source coding with side information is described in detail. Finally, the references have been updated and ones included that have been published since the original publication. Concentration of Measure Inequalities in Information Theory, Communications, and Coding 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
