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Concentration InequalitiesConcentration Inequalities

Concentration Inequalities

Gabor Lugosi, Pascal Massart, Stephane Boucheron

About this book

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.

Details

OL Work ID
OL20374753W

Subjects

ProbabilitiesInequalities (Mathematics)Concentration functionsMeasure theory

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Book data from Open Library. Cover images courtesy of Open Library.