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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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| Auteurs principaux : | , , |
|---|---|
| Format : | Livre |
| Langue : | anglais |
| Titre complet : | Concentration inequalities for sums and martingales / Bernard Bercu, Bernard Delyon, Emmanuel Rio |
| Publié : |
Cham :
Springer
, C 2015 |
| Description matérielle : | 1 vol. (X-120 p.) |
| Collection : | SpringerBriefs in mathematics (Print) |
| Sujets : | |
| Documents associés : | Autre format:
Concentration inequalities for sums and martingales |
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