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Concentration Inequalities for Sums and Martingales

Concentration Inequalities for Sums and Martingales


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About the Book

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. Our goal is to show that it is really interesting to make use of concentration inequalities for sums and martingales.

The second chapter deals with classical concentration inequalities for sums of independent random variables such as the famous Hoeffding, Bennett, Bernstein and Talagrand inequalities. Further results and improvements are also provided such as the missing factors in those 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.


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Product Details
  • ISBN-13: 9783319220987
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Edition: 1st ed. 2015
  • Language: English
  • Returnable: Y
  • Spine Width: 8 mm
  • Width: 154 mm
  • ISBN-10: 3319220985
  • Publisher Date: 12 Oct 2015
  • Binding: Paperback
  • Height: 233 mm
  • No of Pages: 120
  • Series Title: Springerbriefs in Mathematics
  • Weight: 322 gr


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