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About: Concentration of measure for sub-Gaussian random variables

Module by: Mark A. Davenport. E-mail the author

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Name: Concentration of measure for sub-Gaussian random variables
ID: m32583
Language: English (en)
Summary: This module establishes concentration bounds for sub-Gaussian vectors and matrices.
Subject: Mathematics and Statistics
Keywords: Concentration inequalities, Concentration of measure, Random matrices, Sub-Gaussian random variables
License: Creative Commons Attribution License CC-BY 3.0
Authors: Mark A. Davenport (markad@stanford.edu)
Copyright Holders: Mark A. Davenport (markad@stanford.edu)
Maintainers: Mark A. Davenport (markad@stanford.edu), Daniel Williamson (dcwill@cnx.org), Jared Adler (jca2@rice.edu)
Latest version: 1.7 (history)
First publication date: Oct 31, 2009 6:53 pm GMT-5
Last revision to module: Apr 10, 2011 12:16 am GMT-5

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Version History

Version: 1.7 Apr 10, 2011 12:16 am GMT-5 by Jared Adler
Changes: 
image fixes
Version: 1.6 Apr 4, 2011 8:27 am GMT-5 by Jared Adler
Changes: 
google analytics
Version: 1.5 Apr 2, 2011 8:26 pm GMT-5 by Mark A. Davenport
Changes: 
Fixed typo.
Version: 1.4 Mar 14, 2011 1:00 am GMT-5 by Mark A. Davenport
Changes: 
Fixed product.
Version: 1.3 Mar 11, 2011 8:53 pm US/Central by Mark A. Davenport
Changes: 
Links.
Version: 1.2 Mar 11, 2011 6:33 pm US/Central by Mark A. Davenport
Changes: 
Updated with new content.
Version: 1.1 Oct 31, 2009 6:53 pm GMT-5 by Mark A. Davenport
Changes: 
Publish initial module.

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  • the authors' names: Mark Davenport
  • the title of the work: Concentration of measure for sub-Gaussian random variables
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The following citation styles comply with the attribution requirements for the license (CC-BY 3.0) of this work:

American Chemical Society (ACS) Style Guide:

Davenport, M. Concentration of measure for sub-Gaussian random variables, Connexions Web site. http://cnx.org/content/m32583/1.7/, Apr 10, 2011.

American Medical Assocation (AMA) Manual of Style:

Davenport M. Concentration of measure for sub-Gaussian random variables [Connexions Web site]. April 10, 2011. Available at: http://cnx.org/content/m32583/1.7/.

American Psychological Assocation (APA) Publication Manual:

Davenport, M. (2011, April 10). Concentration of measure for sub-Gaussian random variables. Retrieved from the Connexions Web site: http://cnx.org/content/m32583/1.7/

Chicago Manual of Style (Bibliography):

Davenport, Mark. "Concentration of measure for sub-Gaussian random variables." Connexions. April 10, 2011. http://cnx.org/content/m32583/1.7/.

Chicago Manual of Style (Note):

Mark Davenport, "Concentration of measure for sub-Gaussian random variables," Connexions, April 10, 2011, http://cnx.org/content/m32583/1.7/.

Chicago Manual of Style (Reference, in Author-Date style):

Davenport, M. 2011. Concentration of measure for sub-Gaussian random variables. Connexions, April 10, 2011. http://cnx.org/content/m32583/1.7/.

Modern Languages Association (MLA) Style Manual:

Davenport, Mark. Concentration of measure for sub-Gaussian random variables. Connexions. 10 Apr. 2011 <http://cnx.org/content/m32583/1.7/>.