Abstract
The paper reexamines an argument by Talagrand that leads to a remarkable exponential tail bound for the concentration of probability near a set. The main novelty is the replacement of a mysterious calculus inequality by an application of Jensen's inequality.
Information
Published: 1 January 2007
First available in Project Euclid: 4 December 2007
zbMATH: 1180.60018
MathSciNet: MR2459940
Digital Object Identifier: 10.1214/074921707000000364
Subjects:
Primary:
62E20
Secondary:
60F05
,
62G08
,
62G20
Keywords:
concentration of measure
,
Convex hull
,
convexity
Rights: Copyright © 2007, Institute of Mathematical Statistics
