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Stephane Boucheron - Concentration Inequalities - 9780198767657 - V9780198767657
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Concentration Inequalities

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Description for Concentration Inequalities Paperback. .
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 the sense that with high probability, it is close to its expected value. This book offers a host of inequalities to illustrate this rich theory in an accessible way by ... Read more

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Oxford University Press United Kingdom
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About Stephane Boucheron
Stephane Boucheron is a Professor in the Applied Mathematics and Statistics Department at Universite Paris-Diderot, France. ; Gabor Lugosi is ICREA Research Professor in the Department of Economics at the Pompeu Fabra University in Barcelona, Spain. ; Pascal Massart is a Professor in the Department of Mathematics at Universite de Paris-Sud, France.

Reviews for Concentration Inequalities
The clear exposition from basic material up to recent sophisticated results and lucid writing style make the text a pleasure to read. Beginners as well as experienced scientists will prot equally from it. It will certainly become one of the standard references in the field. - Hilmar Mai, Zentralblatt Math

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