Weak dimension-free concentration of measure

Bobkov, Sergey G.; Houdré, Christian

Bernoulli, Tome 6 (2000) no. 6, p. 621-632 / Harvested from Project Euclid

Résumé

We study a concentration property of product probability measures with respect to the supremum distance. This property is shown to be equivalent to the conditions given by de Haan and Ridder for the stochastic boundedness of centred extreme samples.

Publié le : 2000-08-14
Classification: concentration of measure, extreme samples, isoperimetry

@article{1081449597,
     author = {Bobkov, Sergey G. and Houdr\'e, Christian},
     title = {Weak dimension-free concentration of measure},
     journal = {Bernoulli},
     volume = {6},
     number = {6},
     year = {2000},
     pages = { 621-632},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1081449597}
}

Bobkov, Sergey G.; Houdré, Christian. Weak dimension-free concentration of measure. Bernoulli, Tome 6 (2000) no. 6, pp.  621-632. http://gdmltest.u-ga.fr/item/1081449597/