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VOL. 55 | 2007 A note on Talagrand’s convex hull concentration inequality
David Pollard

Editor(s) Eric A. Cator, Geurt Jongbloed, Cor Kraaikamp, Hendrik P. Lopuhaä, Jon A. Wellner

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

Rights: Copyright © 2007, Institute of Mathematical Statistics

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