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On concentration of self-bounding functions

   
@article{EJP690,
	author = {Stephane Boucheron and Gabor Lugosi and Pascal Massart},
	title = {On concentration of self-bounding functions},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {14},
	year = {2009},
	keywords = {concentration inequality, convex distance, self-bounding function},
	abstract = {We prove some new concentration inequalities for self-bounding functions using the entropy method. As an application, we recover Talagrand's convex distance inequality. The new Bernstein-like inequalities for self-bounding functions are derived thanks to a careful analysis of the so-called Herbst argument. The latter involves comparison results between solutions of differential inequalities that may be interesting in their own right.},
	pages = {no. 64, 1884-1899},
	issn = {1083-6489},
	doi = {10.1214/EJP.v14-690},    
        url = {http://ejp.ejpecp.org/article/view/690}}