Concentration inequalities have been the subject of exciting developments during the last two decades, and have been intensively studied and used as a powerful tool in various areas. These include convex geometry, functional analysis, statistical physics, mathematical statistics, pure and applied probability theory (e.g., concentration of measure phenomena in random graphs, random matrices, and percolation), information theory, theoretical computer science, learning theory, and dynamical systems.
This book focuses on some of the key modern mathematical tools that are used for the derivation of concentration inequalities, on their links to information theory, and on their various applications to communications and coding. In addition to being a survey, this monograph also includes various new recent results derived by the authors.
This is essential reading for all researchers and scientists in information theory and coding.