Some deviation inequalities
Tóm tắt
We introduce a concentration property for probability measures onR n , which we call Property (τ); we show that this property has an interesting stability under products and contractions (Lemmas 1, 2, 3). Using property (τ), we give a short proof for a recent deviation inequality due to Talagrand. In a third section, we also recover known concentration results for Gaussian measures using our approach.
Tài liệu tham khảo
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