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Concentration InequalitiesA Nonasymptotic Theory of Independence

Concentration Inequalities: A Nonasymptotic Theory of Independence

Stéphane Boucheron, Gábor Lugosi, and Pascal Massart

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199535255
eISBN:
9780191747106
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199535255.001.0001
Subject:
Mathematics, Probability / Statistics, Applied Mathematics

This monograph presents a mathematical theory of concentration inequalities for functions of independent random variables. The basic phenomenon under investigation is that if a function of many ... More

Stochastic Analysis and Diffusion Processes

Stochastic Analysis and Diffusion Processes

Gopinath Kallianpur and P Sundar

Published in print:
2014
Published Online:
April 2014
ISBN:
9780199657063
eISBN:
9780191781759
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199657063.001.0001
Subject:
Mathematics, Probability / Statistics, Applied Mathematics

Starting with the construction of stochastic processes, the book introduces Brownian motion and martingales. After proving the Doob-Meyer decomposition, quadratic variation processes and local ... More

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