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Concentration inequalities : a nonasymptotic theory of independence /

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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 phenomen...

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Bibliographic Details
Main Authors: Boucheron, Stéphane (Author), Lugosi, Gábor (Author), Massart, Pascal (Author)
Format: Book
Language:English
Published: Oxford, United Kingdom : Oxford University Press, 2013.
Edition:First edition.
Subjects:
Concentration functions.
Inequalities (Mathematics)
Measure theory.
Description
Summary: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.
Physical Description:x, 481 pages : illustrations ; 25 cm
Bibliography:Includes bibliographical references (pages [451]-472) and indexes.
ISBN:9780199535255
0199535256