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.
General
Imprint: |
Springer International Publishing AG
|
Country of origin: |
Switzerland |
Series: |
Probability Theory and Stochastic Modelling, 104 |
Release date: |
May 2023 |
First published: |
2023 |
Authors: |
Sergey Bobkov
• Gennadiy Chistyakov
• Friedrich Götze
|
Dimensions: |
235 x 155mm (L x W) |
Pages: |
434 |
Edition: |
1st ed. 2023 |
ISBN-13: |
978-3-03-131148-2 |
Categories: |
Books
|
LSN: |
3-03-131148-5 |
Barcode: |
9783031311482 |
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