Concentration Inequalities: A Nonasymptotic Theory of Independence

by Gábor Lugosi, Pascal Massart, Stéphane Boucheron

Book Overview

Concentration inequalities for functions of independent random variables is an area of probability theory that has witnessed a great revolution in the last few decades, and has applications in a wide variety of areas such as machine learning, statistics, discrete mathematics, and high-dimensional geometry. Roughly speaking, if a function of many independent random variables does not depend too much on any of the variables then it is concentrated in...

• Format: Paperback
• Language: English
• ISBN: 019876765X
• ISBN13: 9780198767657
• Release Date: April 2016
• Publisher: Oxford University Press
• Length: 496 Pages
• Weight: 1.67 lbs.
• Dimensions: 1.0" x 6.2" x 9.3"