Concentration inequalities for sums and martingales / Bernard Bercu, Bernard Delyon, Emmanuel Rio.

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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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Bercu, Bernard
Other Authors:	Delyon, Bernard, Rio, Emmanuel
Format:	eBook
Language:	English
Published:	Cham : Springer, [2015]
Series:	SpringerBriefs in mathematics.
Subjects:	Probabilities. Stochastic processes. Martingales (Mathematics)