Houdré, Christian
High Dimensional Probability VI
Part I. Inequalities and Convexity
1. Bracketing Entropy of High Dimensional Distributions
Fuchang Gao
2. Slepian’s Inequality, Modularity and Integral Orderings
J. Hoffmann-Jørgensen
3. A More General Maximal Bernstein-type Inequality
Péter Kevei, David M. Mason
4. Maximal Inequalities for Centered Norms of Sums of Independent Random Vectors
Rafał Latała
5. A Probabilistic Inequality Related to Negative Definite Functions
Mikhail Lifshits, René L. Schilling, Ilya Tyurin
6. Optimal Re-centering Bounds, with Applications to Rosenthal-type Concentration of Measure Inequalities
Iosif Pinelis
7. Strong Log-concavity is Preserved by Convolution
Jon A. Wellner
8. On Some Gaussian Concentration Inequality for Non-Lipschitz Functions
Paweł Wolff
Part II. Limit Theorems
9. Rates of Convergence in the Strong Invariance Principle for Non-adapted Sequences Application to Ergodic Automorphisms of the Torus
Jérôme Dedecker, Florence Merlevède, Françoise Pène
10. On the Rate of Convergence to the Semi-circular Law
Friedrich Götze, Alexandre Tikhomirov
11. Empirical Quantile CLTs for Time-dependent Data
James Kuelbs, Joel Zinn
12. Asymptotic Properties for Linear Processes of Functionals of Reversible or Normal Markov Chains
Magda Peligrad
Part III. Stochastic Processes
13. First Exit of Brownian Motion from a One-sided Moving Boundary
Frank Aurzada, Tanja Kramm
14. On Lévy’s Equivalence Theorem in Skorohod Space
Andreas Basse-O’Connor, Jan Rosiński
15. Continuity Conditions for a Class of Second-order Permanental Chaoses
Michael B. Marcus, Jay Rosen
Part IV. Random Matrices and Applications
16. On the Operator Norm of Random Rectangular Toeplitz Matrices
Radosław Adamczak
17. Edge Fluctuations of Eigenvalues of Wigner Matrices
Hanna Döring, Peter Eichelsbacher
18. On the Limiting Shape of Young Diagrams Associated with Inhomogeneous Random Words
Christian Houdré, Hua Xu
Part V. High Dimensional Statistics
19. Low Rank Estimation of Similarities on Graphs
Vladimir Koltchinskii, Pedro Rangel
20. Sparse Principal Component Analysis with Missing Observations
Karim Lounici
21. High Dimensional CLT and its Applications
Dragan Radulovic
Avainsanat: Mathematics, Probability Theory and Stochastic Processes, Mathematical Applications in Computer Science, Calculus of Variations and Optimal Control, Optimization
- Tekijä(t)
- Houdré, Christian
- Mason, David M.
- Rosiński, Jan
- Wellner, Jon A.
- Julkaisija
- Springer
- Julkaisuvuosi
- 2013
- Kieli
- en
- Painos
- 2013
- Sarja
- Progress in Probability
- Sivumäärä
- 13 sivua
- Kategoria
- Eksaktit luonnontieteet
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9783034804905