Concentration Inequalities for Sums and Martingales
From MaRDI portal
Publication:5265945
DOI10.1007/978-3-319-22099-4zbMath1337.60002OpenAlexW2293415235MaRDI QIDQ5265945
Emmanuel Rio, Bernard Bercu, Bernard Delyon
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
strong law of large numbersmartingalescentral limit theoremexponential inequalitiessumsconcentration inequalitiesBernstein inequalitiesHoeffding inequalities
Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Martingales and classical analysis (60G46) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items
Minimax optimality of permutation tests, Non-uniform Berry–Esseen bounds for martingales with applications to statistical estimation, Upper bounds for superquantiles of martingales, A nonparametric statistical procedure for the detection of marine pollution, Exponential inequalities for nonstationary Markov chains, Time-uniform Chernoff bounds via nonnegative supermartingales, On strong deviation theorems concerning array of random variables with applications, The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues, Rates of convergence for Laplacian semi-supervised learning with low labeling rates, Universality of approximate message passing with semirandom matrices, Nonasymptotic upper bounds for the reconstruction error of PCA, Tail bounds for sums of independent two-sided exponential random variables, Concentration inequality and the weak law of large numbers for the sum of partly negatively dependent \(\varphi\)-subgaussian random variables, An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process, Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process, Concentration inequalities for separately convex functions, The Riemann zeta function and Gaussian multiplicative chaos: statistics on the critical line, A competitive analysis for the start-gap algorithm for online memory wear leveling, Bernstein type inequalities for self-normalized martingales with applications, Exponential inequalities for the supremum of some counting processes and their square martingales, About Doob's inequality, entropy and Tchebichef, New deviation inequalities for martingales with bounded increments, On Bernstein type inequalities for stochastic integrals of multivariate point processes, Concentration inequalities for additive functionals: a martingale approach, About the rate function in concentration inequalities for suprema of bounded empirical processes, Concentration inequalities for functionals of Poisson cylinder processes, Time-uniform, nonparametric, nonasymptotic confidence sequences, Concentration inequalities for upper probabilities, Normal numbers with digit dependencies, Localized Fourier analysis for graph signal processing, Modified log-Sobolev inequalities, Beckner inequalities and moment estimates, Concentration inequalities for suprema of unbounded empirical processes, Quenched invariance principle for long range random walks in balanced random environments, A spectral signature of breaking of ensemble equivalence for constrained random graphs, Self-normalized Cramér type moderate deviations for martingales, New insights on concentration inequalities for self-normalized martingales, Computation of expected shortfall by fast detection of worst scenarios
