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Superconcentration and Related Topics

種類:
電子ブック
責任表示:
by Sourav Chatterjee
出版情報:
Cham : Springer International Publishing : Imprint: Springer, 2014
著者名:
シリーズ名:
Springer Monographs in Mathematics ;
ISBN:
9783319038865 [3319038869]  CiNii Books  Calil
注記:
A certain curious feature of random objects, introduced by the author as “super concentration,” and two related topics, “chaos” and “multiple valleys,” are highlighted in this book. Although super concentration has established itself as a recognized feature in a number of areas of probability theory in the last twenty years (under a variety of names), the author was the first to discover and explore its connections with chaos and multiple valleys. He achieves a substantial degree of simplification and clarity in the presentation of these findings by using the spectral approach. Understanding the fluctuations of random objects is one of the major goals of probability theory and a whole subfield of probability and analysis, called concentration of measure, is devoted to understanding these fluctuations. This subfield offers a range of tools for computing upper bounds on the orders of fluctuations of very complicated random variables. Usually, concentration of measure is useful when more direct problem-specific
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