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January 1996 A new look at independence
Michel Talagrand
Ann. Probab. 24(1): 1-34 (January 1996). DOI: 10.1214/aop/1042644705

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.

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Michel Talagrand. "A new look at independence." Ann. Probab. 24 (1) 1 - 34, January 1996. https://doi.org/10.1214/aop/1042644705

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Published: January 1996
First available in Project Euclid: 15 January 2003

zbMATH: 0858.60019
MathSciNet: MR1387624
Digital Object Identifier: 10.1214/aop/1042644705

Rights: Copyright © 1996 Institute of Mathematical Statistics

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Vol.24 • No. 1 • January 1996
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