Title: Some recent progress on large deviations for sums of independent random variables and martingales
Speaker: Quansheng Sheng Univ. Bretagne –Sud (South Brittany)
Time: 15:00-16:00, August4
Location: Room 201，Ming De Building
Abstract: In this talk I will present some results on large deviations or concentration inequalities for sums of independent random variables and martingales, that we obtained recently. Particular attention will be paid on an improvement of Talagrand’s inequality (1995) about the missing factor in Hoeffding’s inequality on sums of independent random variables. In the case of martingales, Hoeffding’s inequality and Cramér’s moderate deviation expansion, as well as sub-exponential and polynomial deviation rates, will be considered. (Based on joint papers with Xiequan Fan, Ion Grama and Qiman Shao.)
