Concentration Inequalities: A Nonasymptotic Theory of Independence
Author:   Stéphane Boucheron (, Laboratoire de Probabilités et Modèles Aléatoires, Université Paris-Diderot) ,  Gábor Lugosi (, ICREA Research Professor, Pompeu Fabra University) ,  Pascal Massart (, Laboratoire de Mathématiques, Université Paris Sud and Institut Universitaire de France)
Publisher:   Oxford University Press
ISBN:  

9780199535255


Pages:   496
Publication Date:   07 February 2013
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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Concentration Inequalities: A Nonasymptotic Theory of Independence


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Author:   Stéphane Boucheron (, Laboratoire de Probabilités et Modèles Aléatoires, Université Paris-Diderot) ,  Gábor Lugosi (, ICREA Research Professor, Pompeu Fabra University) ,  Pascal Massart (, Laboratoire de Mathématiques, Université Paris Sud and Institut Universitaire de France)
Publisher:   Oxford University Press
Imprint:   Oxford University Press
Dimensions:   Width: 16.20cm , Height: 3.30cm , Length: 23.60cm
Weight:   0.870kg
ISBN:  

9780199535255


ISBN 10:   0199535256
Pages:   496
Publication Date:   07 February 2013
Audience:   College/higher education ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

Michel Ledoux: Foreword 1: Introduction 2: Basic inequalities 3: Bounding the variance 4: Basic information inequalities 5: Logarithmic Sobolev inequalities 6: The entropy method 7: Concentration and isoperimetry 8: The transportation method 9: Influences and threshold phenomena 10: Isoperimetry on the hypercube and Gaussian spaces 11: The variance of suprema of empirical processes 12: Suprema of empirical processes: exponential inequalities 13: The expected value of suprema of empirical processes 14: *Q-entropies 15: Moment inequalities

Reviews

The clear exposition from basic material up to recent sophisticated results and lucid writing style make the text a pleasure to read. Beginners as well as experienced scientists will prot equally from it. It will certainly become one of the standard references in the field. Hilmar Mai, Zentralblatt Math


Author Information

Stéphane Boucheron is a Professor in the Applied Mathematics and Statistics Department at Université Paris-Diderot, France. ; Gábor Lugosi is ICREA Research Professor in the Department of Economics at the Pompeu Fabra University in Barcelona, Spain.; Pascal Massart is a Professor in the Department of Mathematics at Université de Paris-Sud, France.

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