Progress in Probability

Giné, Evariste; Houdré, Christian; Nualart, David

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.

Details

Published by: Birkhäuser

Publication Date: 2012-10-23

Format: Paperback

ISBN-13: 9783034894289

DOI: 10.1007/978-3-0348-8069-5

Dimensions: 235cm x155cm

Pages: 367