ENGLISH

Stochastic Inequalities and Applications

By Sergey G. Bobkov , Fedor L. Nazarov (auth.) , Evariste Giné , Christian Houdré , David Nualart (eds.)

Book information

Publisher
Birkhäuser Basel
Year
2003
ISBN
978-3-0348-9428-9, 978-3-0348-8069-5
DOI
10.1007/978-3-0348-8069-5
Language
english
Format
PDF
Filesize
11 MB (11821005 bytes)
Series
Progress in Probability 56
Edition
1
Pages
367\361
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
Probability Theory and Stochastic Processes

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.

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