Concentration around the mean for maxima of empirical processes
Probability
2007-05-23 v1
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.
Keywords
Cite
@article{arxiv.math/0506594,
title = {Concentration around the mean for maxima of empirical processes},
author = {T. Klein and E. Rio},
journal= {arXiv preprint arXiv:math/0506594},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/009117905000000044 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)