A Note on Talagrand's Concentration Inequality
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1. | Title | Title of document | A Note on Talagrand's Concentration Inequality |
2. | Creator | Author's name, affiliation, country | Dmitriy Panchenko; University of New Mexico |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Concentration of measure, empirical processes |
3. | Subject | Subject classification | 60E15, 28A35 |
4. | Description | Abstract | In this paper we revisit Talagrand's proof of concentration inequality for empirical processes. We give a different proof of the main technical lemma that guarantees the existence of a certain kernel. Moreover, we generalize the result of Talagrand to a family of kernels which in one particular case allows us to produce the Poissonian bound without using the truncation argument. We also give some examples of applications of the abstract concentration inequality to empirical processes that demonstrate some interesting properties of Talagrand's kernel method. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2001-04-24 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/1034 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v6-1034 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 6 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
15. | Rights | Copyright and permissions | The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free
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