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May 2005 Concentration around the mean for maxima of empirical processes
T. Klein, E. Rio
Ann. Probab. 33(3): 1060-1077 (May 2005). DOI: 10.1214/009117905000000044

Abstract

In this paper we give optimal constants in Talagrand’s concentration inequalities for maxima of empirical processes associated to independent and eventually nonidentically distributed random variables. Our approach is based on the entropy method introduced by Ledoux.

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T. Klein. E. Rio. "Concentration around the mean for maxima of empirical processes." Ann. Probab. 33 (3) 1060 - 1077, May 2005. https://doi.org/10.1214/009117905000000044

Information

Published: May 2005
First available in Project Euclid: 6 May 2005

zbMATH: 1066.60023
MathSciNet: MR2135312
Digital Object Identifier: 10.1214/009117905000000044

Subjects:
Primary: 60E15 , 60F10

Keywords: Bennett’s inequality , concentration around the mean , Empirical processes , Moderate deviations , Rademacher processes , Talagrand’s inequality , tensorization of entropy

Rights: Copyright © 2005 Institute of Mathematical Statistics

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Vol.33 • No. 3 • May 2005
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