Sharper Bounds for Gaussian and Empirical Processes
Talagrand, M.
Ann. Probab., Tome 22 (1994) no. 4, p. 28-76 / Harvested from Project Euclid
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Under natural conditions on a class $\mathscr{F}$ of functions on a probability space, near optimal bounds are given for the probabilities $P\big(\sup_{f\in\mathscr{F}}|\sum_{i\leq n} f(X_i) - nE(f)| \geq M\sqrt n\big)$. The method is a variation of this author's method to study the tail probability of the supremum of a Gaussian process.
Publié le : 1994-01-14
Classification:  Uniform approximation,  isoperimetric inequalities,  tail probabilities,  60G50,  60E99,  62E99 
@article{1176988847,
     author = {Talagrand, M.},
     title = {Sharper Bounds for Gaussian and Empirical Processes},
     journal = {Ann. Probab.},
     volume = {22},
     number = {4},
     year = {1994},
     pages = { 28-76},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176988847}
}

Talagrand, M. Sharper Bounds for Gaussian and Empirical Processes. Ann. Probab., Tome 22 (1994) no. 4, pp.  28-76. http://gdmltest.u-ga.fr/item/1176988847/