Lecture 1: Concentration of measure and related probabilistic techniques
Feng Dai教授系列讲座
报告题目(Title)：Lecture 1: Concentration of measure and related probabilistic techniques
报告人(Speaker)：Feng Dai 教授 (University of Alberta, Canada)
地点(Place)：后主楼1124室
时间(Time)：2019年12月19日上午8:00至12:00
邀请人(Inviter)：杨大春
报告摘要
In this lecture, I will review various concentration inequalities that are frequently used in approximation theory, including Hoeffding’s inequality, Bernstein’s inequality, Azuma’s inequality, Madiarmid’s inequality, Gaussian concentration inequality for Lipschitz functions, Talagrand concentration inequality. Detailed proofs of some of these inequalities will be given. If time allowed, I will also review several other related results in probability regarding the Gaussian random vectors, the central limit theorems, and characteristic functions (i.e., Fourier transform).
