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Concentration inequalities for sums
Blatská, Tereza ; Hlubinka, Daniel (advisor) ; Lachout, Petr (referee)
In this bachelor thesis we focus on concentration inequalities for sums of indepen- dent random variables, which are bounded and not necessarily identically distributed. The main pillar of the thesis is Hoeffding's inequality, finding its improvement and other similar inequalities. Inequalities are completed with examples for various probability dis- tributions. In each example there is a theoretical calculation, a simulation for specifically selected parameters and a graphical representation of all the obtained estimates, which was created using the R programming language. 1

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