Concentration Inequalities for Sums and Martingales (Springerbriefs in Mathematics)

Bercu, Bernard/ Delyon, Bernard/ Rio, Emmanuel

Springer International Publishing AG（2015/10発売）

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製本 Paperback:紙装版/ペーパーバック版／ページ数 120 p.
商品コード 9783319220987

Full Description

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.