In this paper we give optimal constants in Talagrand’s concentration inequalities for maxima of empirical processes associated to independent and eventually nonidentically distributed random variables. Our approach is based on the entropy method introduced by Ledoux.
Publié le : 2005-05-14
Classification:
Empirical processes,
Rademacher processes,
Talagrand’s inequality,
tensorization of entropy,
moderate deviations,
Bennett’s inequality,
concentration around the mean,
60E15,
60F10
@article{1115386718,
author = {Klein, T. and Rio, E.},
title = {Concentration around the mean for maxima of empirical processes},
journal = {Ann. Probab.},
volume = {33},
number = {1},
year = {2005},
pages = { 1060-1077},
language = {en},
url = {http://dml.mathdoc.fr/item/1115386718}
}
Klein, T.; Rio, E. Concentration around the mean for maxima of empirical processes. Ann. Probab., Tome 33 (2005) no. 1, pp. 1060-1077. http://gdmltest.u-ga.fr/item/1115386718/