Concentration inequalities : a nonasymptotic theory of independence /

Describes the interplay between the probabilistic structure (independence) and a variety of tools ranging from functional inequalities to transportation arguments to information theory. Applications to the study of empirical processes, random projections, random matrix theory, and threshold phenomen...

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Bibliographic Details

Main Authors:	Boucheron, Stéphane (Author), Lugosi, Gábor (Author), Massart, Pascal (Author)
Format:	Book
Language:	English
Published:	Oxford, United Kingdom : Oxford University Press, 2013.
Edition:	First edition.
Subjects:	Concentration functions. Inequalities (Mathematics) Measure theory.