The Annals of Probability

A new look at independence

Michel Talagrand

Full-text: Open access

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.

Article information

Source
Ann. Probab. Volume 24, Number 1 (1996), 1-34.

Dates
First available: 15 January 2003

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

Subjects
Primary:

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