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Concentration inequalities for sums and martingales

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...

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Detalles Bibliográficos
Autores principales: Bercu, Bernard, Delyon, Bernard, Rio, Emmanuel
Lenguaje:eng
Publicado: Springer 2015
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-22099-4
http://cds.cern.ch/record/2112861