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Concentration Inequalities for Sums and Martingales
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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 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.
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.
Additional information
| Book Format | Hardcover, Softcover |
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Book information
Edition
1st Edition
ISBN [Softcover]
9783319220987
Publisher
Springer
Year
2015
Pages
X, 120 p.
Series Title
SpringerBriefs in Mathematics
Language
English

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