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Concentration Inequalities for Sums and Martingales
Language: en
Pages: 131
Authors: Bernard Bercu
Categories: Mathematics
Type: BOOK - Published: 2015-09-29 - Publisher: Springer

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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 f
Concentration Inequalities for Sums and Martingales
Language: en
Pages: 124
Authors: Jacob Tyler
Categories:
Type: BOOK - Published: 2017-02-22 - Publisher: Createspace Independent Publishing Platform

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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 f
Concentration Inequalities
Language: en
Pages: 492
Authors: Stéphane Boucheron
Categories: Mathematics
Type: BOOK - Published: 2013-02-07 - Publisher: Oxford University Press

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Describes the interplay between the probabilistic structure (independence) and a variety of tools ranging from functional inequalities to transportation argumen
An Introduction to Matrix Concentration Inequalities
Language: en
Pages: 256
Authors: Joel Tropp
Categories: Computers
Type: BOOK - Published: 2015-05-27 - Publisher:

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Random matrices now play a role in many areas of theoretical, applied, and computational mathematics. It is therefore desirable to have tools for studying rando
Self-Normalized Processes
Language: en
Pages: 273
Authors: Victor H. Peña
Categories: Mathematics
Type: BOOK - Published: 2008-12-25 - Publisher: Springer Science & Business Media

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Self-normalized processes are of common occurrence in probabilistic and statistical studies. A prototypical example is Student's t-statistic introduced in 1908