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Concentration and Gaussian Approximation for Randomized Sums 2023 ed. [Pehme köide]

  • Formaat: Paperback / softback, 434 pages, kõrgus x laius: 235x155 mm, XVII, 434 p., 1 Paperback / softback
  • Sari: Probability Theory and Stochastic Modelling 104
  • Ilmumisaeg: 18-May-2024
  • Kirjastus: Springer International Publishing AG
  • ISBN-10: 3031311515
  • ISBN-13: 9783031311512
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  • Formaat: Paperback / softback, 434 pages, kõrgus x laius: 235x155 mm, XVII, 434 p., 1 Paperback / softback
  • Sari: Probability Theory and Stochastic Modelling 104
  • Ilmumisaeg: 18-May-2024
  • Kirjastus: Springer International Publishing AG
  • ISBN-10: 3031311515
  • ISBN-13: 9783031311512
Teised raamatud teemal:
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.

Arvustused

The exposition in the book is careful and thorough, with proofs given throughout. Each chapter concludes with remarks to give context, references and recent developments in the topic at hand, making this an excellent starting point for a study of the randomised sums considered here. While they begin with fundamental results in the area, the authors move carefully and efficiently to state-of-the-art techniques and results. Overall, this is a well-written book that will prove invaluable to researchers in the area. (Fraser Daly, zbMATH 1542.60001, 2024)





The book under review is a much-anticipated item by researchers, especially because it focuses on dependent random variables. It is worthy of recommendation to all those dealing with limit theorems for independent and dependent random variables and those studying the properties of multivariate random vectors. (Przemyslaw Matula, Mathematical Reviews, November, 2024)

Part I. Generalities.-
1. Moments and correlation conditions.-
2. Some
classes of probability distributions.-
3. Characteristic functions.-
4. Sums
of independent random variables.- Part II. Selected topics on concentration.-
5. Standard analytic conditions.-
6. Poincaré-type inequalities.-
7.
Logarithmic Sobolev inequalities.-
8. Supremum and infimum convolutions.-
Part IV. Analysis on the sphere.-
9. Sobolev-type inequalities.-
10. Second
order spherical concentration.-
11. Linear functionals on the sphere.- Part
V. First applications to randomized sums.-
12. Typical distributions.-
13.
Characteristic functions of weighted sums.-
14. Fluctuations of
distributions.- Part VI. Refined bounds and rates.-
15. L^2 expansions and
estimates.-
16. Refinements for the Kolmogorov distance.-
17. Applications of
the second order correlation condition.- Part VII. Distributions and
coefficients of special types.-
18. Special systems and examples.-
19.
Distributions with symmetries.-
20. Productmeasures.-
21. Coefficients of
Special type.- Glossary.