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Concentration Inequalities


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Table of Contents

Michel Ledoux: Foreword 1: Introduction 2: Basic inequalities 3: Bounding the variance 4: Basic information inequalities 5: Logarithmic Sobolev inequalities 6: The entropy method 7: Concentration and isoperimetry 8: The transportation method 9: Influences and threshold phenomena 10: Isoperimetry on the hypercube and Gaussian spaces 11: The variance of suprema of empirical processes 12: Suprema of empirical processes: exponential inequalities 13: The expected value of suprema of empirical processes 14: *Q-entropies 15: Moment inequalities

About the Author

Stephane Boucheron is a Professor in the Applied Mathematics and Statistics Department at Universite Paris-Diderot, France. ; Gabor Lugosi is ICREA Research Professor in the Department of Economics at the Pompeu Fabra University in Barcelona, Spain. ; Pascal Massart is a Professor in the Department of Mathematics at Universite de Paris-Sud, France.


"The clear exposition from basic material up to recent sophisticated results and lucid writing style make the text a pleasure to read. Beginners as well as experienced scientists will prot equally from it. It will certainly become one of the standard references in the field." - Hilmar Mai, Zentralblatt Math

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