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Concentration Inequalities for Sums and Martingales
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. The second chapter deals with classical concentration inequalities for sums of independent random variables such as the famous Hoeffding, Bennett, Bernstein and Talagrand inequalities. Further results and improvements are also provided such as the missing factors in those inequalities. The third chapter concerns concentration inequalities for martingales such as Azuma-Hoeffding, Freedman and De la Pena inequalities. Several extensions are also provided. The fourth chapter is devoted to applications of concentration inequalities in probability and statistics.
Asymptotic Theory of Weakly Dependent Random Processes
Ces notes sont consacrées aux inégalités et aux théorèmes limites classiques pour les suites de variables aléatoires absolument régulières ou fortement mélangeantes au sens de Rosenblatt. Le but poursuivi est de donner des outils techniques pour l'étude des processus faiblement dépendants aux statisticiens ou aux probabilistes travaillant sur ces processus.
Sound Worlds from the Body to the City
This volume reveals the extent to which aural perception influences our spatial awareness. Spanning various fields and practices, from psychology to geography, and from zoology to urban planning, it covers a range of environments in which sounds contribute to forming our sense of space and place. The contributions gathered here lead from the mother’s womb, through the habitats of insects and owls, to the resonating bodies of buildings and the city, to artistic endeavours that aim to consciously reveal the spatiality of sound. In this progression, the book demonstrates the profoundly constitutive role of hearing and listening at all stages of our biological and social development, as well a...
Concentration Inequalities
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 phenomena are also presented.
Mean Field Simulation for Monte Carlo Integration
This book presents the first comprehensive and modern mathematical treatment of these mean field particle models, including refined convergence analysis on nonlinear Markov chain models. It also covers applications related to parameter estimation in hidden Markov chain models, stochastic optimization, nonlinear filtering and multiple target tracking, stochastic optimization, calibration and uncertainty propagations in numerical codes, rare event simulation, financial mathematics, and free energy and quasi-invariant measures arising in computational physics and population biology.
Festschrift Masatoshi Fukushima: In Honor Of Masatoshi Fukushima's Sanju
This book contains original research papers by leading experts in the fields of probability theory, stochastic analysis, potential theory and mathematical physics. There is also a historical account on Masatoshi Fukushima's contribution to mathematics, as well as authoritative surveys on the state of the art in the field.
Rediscovering Black Portraiture
Join Peter Brathwaite on an extraordinary journey through representations of Black subjects in Western art, from medieval Europe through the present day. “These mirror images with their uncanny resemblances traverse space and time, spotlighting the black lives that have been silenced by the canon of western art, while also inviting us to interrogate the present.” —Times (UK) Since the beginning of the COVID-19 pandemic, Peter Brathwaite has thoughtfully researched and reimagined more than one hundred artworks featuring portraits of Black sitters—all posted to social media with the caption “Rediscovering #blackportraiture through #gettymuseumchallenge.” Rediscovering Black Portrai...
Beyond Exceptionalism
While the economic involvement of early modern Germany in slavery and the slave trade is increasingly receiving attention, the direct participation of Germans in human trafficking remains a blind spot in historiography. This edited volume focuses on practices of enslavement taking place within German territories in the early modern period as well as on the people of African, Asian, and Native American descent caught up in them.
Asymptotic Methods in Probability and Statistics
One of the aims of the conference on which this book is based, was to provide a platform for the exchange of recent findings and new ideas inspired by the so-called Hungarian construction and other approximate methodologies. This volume of 55 papers is dedicated to Miklós Csörgő a co-founder of the Hungarian construction school by the invited speakers and contributors to ICAMPS'97.This excellent treatize reflects the many developments in this field, while pointing to new directions to be explored. An unequalled contribution to research in probability and statistics.
