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Book Cover
E-book
Author Dubhashi, Devdatt.

Title Concentration of measure for the analysis of randomized algorithms / Devdatt P. Dubhashi, Alessandro Panconesi
Published Cambridge ; New York : Cambridge University Press, ©2009

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Description 1 online resource (xiv, 196 pages) : illustrations
Contents Chernoff-Hoeffding bounds -- Applications of the Chernoff-Hoeffding bounds -- Chernoff-Hoeffding bounds in dependent settings -- Interlude : probabilistic recurrences -- Martingales and the method of bounded differences -- The simple method of bounded differences in action -- The method of averaged bounded differences -- The method of bounded variances -- Interlude : the infamous upper tail -- Isoperimetric inequalities and concentration -- Talagrand's isoperimetric inequality -- Isoperimetric inequalities and concentration via transportation cost inequalities -- Quadratic transportation cost and Talagrand's inequality -- Log-Sobolev inequalities and concentration
Summary Randomized algorithms have become a central part of the algorithms curriculum, based on their increasingly widespread use in modern applications. This book presents a coherent and unified treatment of probabilistic techniques for obtaining high probability estimates on the performance of randomized algorithms. It covers the basic toolkit from the Chernoff-Hoeffding bounds to more sophisticated techniques like martingales and isoperimetric inequalities, as well as some recent developments like Talagrand's inequality, transportation cost inequalities and log-Sobolev inequalities. Along the way, variations on the basic theme are examined, such as Chernoff-Hoeffding bounds in dependent settings. The authors emphasise comparative study of the different methods, highlighting respective strengths and weaknesses in concrete example applications. The exposition is tailored to discrete settings sufficient for the analysis of algorithms, avoiding unnecessary measure-theoretic details, thus making the book accessible to computer scientists as well as probabilists and discrete mathematicians
Bibliography Includes bibliographical references (pages 189-193) and index
Notes English
Print version record
Subject Random variables.
Distribution (Probability theory)
Limit theorems (Probability theory)
Algorithms.
Computer algorithms.
distribution (statistics-related concept)
algorithms.
MATHEMATICS -- Numerical Analysis.
Computer algorithms
Algorithms
Distribution (Probability theory)
Limit theorems (Probability theory)
Random variables
Form Electronic book
Author Panconesi, Alessandro.
ISBN 9780511580956
0511580959
9780511579554
0511579551
9780511581274
0511581270
9781107606609
1107606608
1107200318
9781107200319
1282302779
9781282302778
9786612302770
6612302771
0511580630
9780511580635
0511578814
9780511578816
0511580290
9780511580291