Let $T_n$ denote the length of the shortest closed path connecting $n$ random points uniformly distributed over the unit square. We prove that for some number $K$, we have, for all $t \geq 0$, $P(|T_n - E(T_n)| \geq t) \leq K \exp(-t^2/K).$
@article{1176991490,
author = {Rhee, WanSoo T. and Talagrand, Michel},
title = {A Sharp Deviation Inequality for the Stochastic Traveling Salesman Problem},
journal = {Ann. Probab.},
volume = {17},
number = {4},
year = {1989},
pages = { 1-8},
language = {en},
url = {http://dml.mathdoc.fr/item/1176991490}
}
Rhee, WanSoo T.; Talagrand, Michel. A Sharp Deviation Inequality for the Stochastic Traveling Salesman Problem. Ann. Probab., Tome 17 (1989) no. 4, pp. 1-8. http://gdmltest.u-ga.fr/item/1176991490/