Concentration Inequalities - Boucheron, Stephane (, Laboratoire de Probabilites et Modeles Aleatoires, Universite Paris-Diderot) a Lugosi, Gabor (, ICREA Research Professor, Pompeu Fabra University) a Massart, Pascal (, Laboratoire de Mathematiques, Universite Paris Sud and Institut Univ

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.