Decoupling

Decoupling

From Dependence to Independence

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Decoupling theory provides a general framework for analyzing problems involving dependent random variables as if they were independent. It was born in the early eighties as a natural continuation of martingale theory and has acquired a life of its own due to vigorous development and wide applicability. The authors provide a friendly and systematic introduction to the theory and applications of decoupling. The book begins with a chapter on sums of independent random variables and vectors, with maximal inequalities and sharp estimates on moments which are later used to develop and interpret deco...