A new look at independence
Michel Talagrand
Source: Ann. Probab. Volume 24, Number 1 (1996), 1-34.
Abstract
The concentration of measure phenomenon is product spaces is a far-reaching abstract generalization of the classical exponential inequalities for sums of independent random variables. We attempt to explain in the simplest possible terms the basic concepts underlying this phenomenon, the basic method to prove concentration inequalities and the meaning of several of the most useful inequalities.
Full-text: Open access
Permanent link to this document: http://projecteuclid.org/euclid.aop/1042644705
Mathematical Reviews number (MathSciNet):
MR1387624
Digital Object Identifier: doi:10.1214/aop/1042644705
Zentralblatt MATH identifier:
0858.60019
The Annals of Probability