A note on Talagrand's concentration inequality for empirical processes
Probability
2021-04-13 v2
Abstract
In this paper we revisit Talagrand's proof of concentration inequality for empirical processes. We give a different shorter proof of the main technical lemma that guarantees the existence of a certain kernel. Our proof provides the almost optimal value of the constant involved in the statement of this lemma.
Keywords
Cite
@article{arxiv.math/0405341,
title = {A note on Talagrand's concentration inequality for empirical processes},
author = {Dmitry Panchenko},
journal= {arXiv preprint arXiv:math/0405341},
year = {2021}
}