Concentration Inequalities

An accessible account of the rich theory surrounding concentration inequalities in probability theory, with applications from machine learning and statistics to high-dimensional geometry. This book introduces key ideas and presents a detailed summary of the state-of-the-art in the area, making it ideal for independent learning and as a reference.

"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

Stéphane Boucheron is a Professor in the Applied Mathematics and Statistics Department at Université Paris-Diderot, France. ; Gábor 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 Université de Paris-Sud, France.