Stochastic Inequalities and Applications

  • Evariste Giné
  • Christian Houdré
  • David Nualart
Conference proceedings

Part of the Progress in Probability book series (PRPR, volume 56)

Table of contents

  1. Front Matter
    Pages i-viii
  2. Geometric Inequalities

  3. Independent Random Vectors, Chaos, Martingales and Lévy Processes

  4. Empirical Processes

    1. Front Matter
      Pages 187-187
    2. Miguel A. Arcones
      Pages 189-212
    3. Evarist Giné, Vladimir Koltchinskii, Jon A. Wellner
      Pages 249-278
  5. Stochastic Differential Equations

  6. Back Matter
    Pages 367-367

About these proceedings


Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to many applications particularly in stochastic analysis. The broad range and the high quality of the contributions make this book highly attractive for graduates, postgraduates and researchers in the above areas.


Law of large numbers Lévy process Martingale Random variable path space statistics

Editors and affiliations

  • Evariste Giné
    • 1
  • Christian Houdré
    • 2
    • 3
  • David Nualart
    • 4
  1. 1.Department of Mathematics, U-3009University of ConnecticutStorrsUSA
  2. 2.Laboratoire d’Analyse et de Mathématiques Appliquées CNRS UMR 8050Université de Paris XIICréteil CedexFrance
  3. 3.Georgia Institute of TechnologySchool of MathematicsAtlantaUSA
  4. 4.Facultat de MatemàtiquesUniversitat de BarcelonaBarcelonaSpain

Bibliographic information