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The purpose of this book is to provide an overview of historical and recent results on concentration inequalities for sums of independent random variables and for martingales. The first chapter is devoted to classical asymptotic results in probability such as the strong law of large numbers and the central limit theorem. Our goal is to show that it is really interesting to make use of concentration inequalities for sums and martingales.
| ISBN: | 9781548236793 |
| Publisher: | Createspace Independent Publishing Platform |
| Imprint: | Createspace Independent Publishing Platform |
| Weight: | -1g |
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