Concentration Inequalities
Subtitle: A Nonasymptotic Theory of Independence
Publisher: Oxford University Press
Published: Mar 22, 2013
Language: eng
Format: hardcover
Number of pages: 496
ISBN-13: 9780199535255
Description: Describes the interplay between the probabilistic structure (independence) and a variety of tools ranging from functional inequalities to transportation arguments to information theory. Applications to the study of empirical processes, random projections, random matrix theory, and threshold phenomena are also presented.
Notes: Source title: Concentration Inequalities: A Nonasymptotic Theory of Independence