Concentration and Gaussian Approximation for Randomized Sums (Probability Theory and Stochastic Modelling) - Softcover
Synopsis
This book describes extensions of Sudakov's classical result on the concentration of measure phenomenon for weighted sums of dependent random variables. The central topics of the book are weighted sums of random variables and the concentration of their distributions around Gaussian laws. The analysis takes place within the broader context of concentration of measure for functions on high-dimensional spheres. Starting from the usual concentration of Lipschitz functions around their limiting mean, the authors proceed to derive concentration around limiting affine or polynomial functions, aiming towards a theory of higher order concentration based on functional inequalities of log-Sobolev and Poincaré type. These results make it possible to derive concentration of higher order for weighted sums of classes of dependent variables.
While the first part of the book discusses the basic notions and results from probability and analysis which are needed for the remainder of the book, the latter parts provide a thorough exposition of concentration, analysis on the sphere, higher order normal approximation and classes of weighted sums of dependent random variables with and without symmetries.
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This book describes extensions of Sudakov's classical result on the concentration of measure phenomenon for weighted sums of dependent random variables. The central topics of the book are weighted sums of random variables and the concentration of their distributions around Gaussian laws. The analysis takes place within the broader context of concentration of measure for functions on high-dimensional spheres. Starting from the usual concentration of Lipschitz functions around their limiting mean, the authors proceed to derive concentration around limiting affine or polynomial functions, aiming towards a theory of higher order concentration based on functional inequalities of log-Sobolev and Poincaré type. These results make it possible to derive concentration of higher order for weighted sums of classes of dependent variables.
While the first part of the book discusses the basic notions and results from probability and analysis which are needed for the remainder of the book, thelatter parts provide a thorough exposition of concentration, analysis on the sphere, higher order normal approximation and classes of weighted sums of dependent random variables with and without symmetries.
"About this title" may belong to another edition of this title.
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Concentration and Gaussian Approximation for Randomized Sums
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book describes extensions of Sudakov's classical result on the concentration of measure phenomenon for weighted sums of dependent random variables. The central topics of the book are weighted sums of random variables and the concentration of their distributions around Gaussian laws. The analysis takes place within the broader context of concentration of measure for functions on high-dimensional spheres. Starting from the usual concentration of Lipschitz functions around their limiting mean, the authors proceed to derive concentration around limiting affine or polynomial functions, aiming towards a theory of higher order concentration based on functional inequalities of log-Sobolev and Poincaré type. These results make it possible to derive concentration of higher order for weighted sums of classes of dependent variables.While the first part of the book discusses the basic notions and results from probability and analysis which are needed for the remainder of the book, the latter parts provide a thorough exposition of concentration, analysis on the sphere, higher order normal approximation and classes of weighted sums of dependent random variables with and without symmetries. 434 pp. Englisch. Seller Inventory # 9783031311512
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Concentration and Gaussian Approximation for Randomized Sums
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Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book describes extensions of Sudakov s classical result on the concentration of measure phenomenon for weighted sums of dependent random variables. The central topics of the book are weighted sums of random variables and the concentration of their d. Seller Inventory # 1592582819
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Taschenbuch. Condition: Neu. Concentration and Gaussian Approximation for Randomized Sums | Sergey Bobkov (u. a.) | Taschenbuch | xvii | Englisch | 2024 | Springer | EAN 9783031311512 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Seller Inventory # 129029118
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book describes extensions of Sudakov's classical result on the concentration of measure phenomenon for weighted sums of dependent random variables. The central topics of the book are weighted sums of random variables and the concentration of their distributions around Gaussian laws. The analysis takes place within the broader context of concentration of measure for functions on high-dimensional spheres. Starting from the usual concentration of Lipschitz functions around their limiting mean, the authors proceed to derive concentration around limiting affine or polynomial functions, aiming towards a theory of higher order concentration based on functional inequalities of log-Sobolev and Poincaré type. These results make it possible to derive concentration of higher order for weighted sums of classes of dependent variables.While the first part of the book discusses the basic notions and results from probability and analysis which are needed for the remainder of the book, the latter parts provide a thorough exposition of concentration, analysis on the sphere, higher order normal approximation and classes of weighted sums of dependent random variables with and without symmetries.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 452 pp. Englisch. Seller Inventory # 9783031311512
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Concentration and Gaussian Approximation for Randomized Sums
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book describes extensions of Sudakov's classical result on the concentration of measure phenomenon for weighted sums of dependent random variables. The central topics of the book are weighted sums of random variables and the concentration of their distributions around Gaussian laws. The analysis takes place within the broader context of concentration of measure for functions on high-dimensional spheres. Starting from the usual concentration of Lipschitz functions around their limiting mean, the authors proceed to derive concentration around limiting affine or polynomial functions, aiming towards a theory of higher order concentration based on functional inequalities of log-Sobolev and Poincaré type. These results make it possible to derive concentration of higher order for weighted sums of classes of dependent variables.While the first part of the book discusses the basic notions and results from probability and analysis which are needed for the remainder of the book, the latter parts provide a thorough exposition of concentration, analysis on the sphere, higher order normal approximation and classes of weighted sums of dependent random variables with and without symmetries. Seller Inventory # 9783031311512
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