Stochastic Inequalities and Applications
By: edited by Evariste Giné, Christian Houdré, David Nualart
Contributors: Houdré, Christian; Nualart, David
Series: Progress in Probability -- 56; Progress in probability -- 56.
Publisher: Birkhäuser Basel; Imprint; Birkhäuser
Published: 2003
Place of publication: Basel
Language: eng
Format: [electronic resource] /
Number of pages: 365
ISBN-13: 9783034880695
Subjects: Mathematics; Distribution (Probability theory)
Description: Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to many applications particularly in stochastic analysis. The broad range and the high quality of the contributions make this book highly attractive for graduates, postgraduates and researchers in the above areas.