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Stochastic Inequalities and Applications

Stochastic Inequalities and Applications

Hardcover

Series: Progress in Probability, Book 56

Probability & Statistics

ISBN10: 3764321970
ISBN13: 9783764321970
Publisher: Birkhauser
Published: Oct 24 2003
Pages: 367
Weight: 1.70
Height: 0.95 Width: 6.37 Depth: 9.20
Language: English

Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to many applications particularly in stochastic analysis. The broad range and the high quality of the contributions make this book highly attractive for graduates, postgraduates and researchers in the above areas.

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Probability & Statistics