Titlebook: Concentration Inequalities for Sums and Martingales; Bernard Bercu,Bernard Delyon,Emmanuel Rio Book 2015 The Authors 2015 Bernstein‘s Ineq

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Concentration Inequalities for Sums and Martingales978-3-319-22099-4Series ISSN 2191-8198 Series E-ISSN 2191-8201

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Applications in probability and statistics,on for autoregressive process and the second one is an improvement of a recent result on random permutations. The third one is a new result on empirical periodogram and the last one deals with random matrices.

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2191-8198 nd statistics.Includes both classic and recent results on co.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

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Titlebook: Concentration Inequalities for Sums and Martingales; Bernard Bercu,Bernard Delyon,Emmanuel Rio Book 2015 The Authors 2015 Bernstein‘s Ineq

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