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On concentration of self-bounding functions

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	On concentration of self-bounding functions
2.	Creator	Author's name, affiliation, country	Stephane Boucheron; Université Paris-Diderot
2.	Creator	Author's name, affiliation, country	Gabor Lugosi; Pompeu Fabra University
2.	Creator	Author's name, affiliation, country	Pascal Massart; Université Paris-Sud
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	concentration inequality, convex distance, self-bounding function
3.	Subject	Subject classification	Primary 60E15, 60C05, 28A35; secondary 05C80.
4.	Description	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.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)	Supported by ANR grant TAMIS, Spanish Ministry of Science and Technology grant MTM2006-05650. and by the PASCAL Network of Excellence under EC grant no. 506778
7.	Date	(YYYY-MM-DD)	2009-09-09
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/690
10.	Identifier	Digital Object Identifier	10.1214/EJP.v14-690
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 14
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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