Concentration inequalities for sums and martingales

DOI10.1007/978-3-319-22099-4MaRDI QIDQ5265945zbMATH OpenOpenAlexFDO

Authors Bernard Bercu, Bernard Delyon, Emmanuel Rio

Publication date 29 July 2015

Published in SpringerBriefs in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-22099-4

zbMATH Keywords

central limit theoremmartingalesstrong law of large numbersconcentration inequalitiessumsexponential inequalitiesBernstein inequalitiesHoeffding inequalities

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Strong limit theorems (60F15) Martingales and classical analysis (60G46)

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