Remarks on Talagrand's deviation inequality for Rademacher functions
Probability
2016-09-06 v1 Functional Analysis
Abstract
Recently Talagrand [T] estimated the deviation of a function on from its median in terms of the Lipschitz constant of a convex extension of to ; namely, he proved that where is the Lipschitz constant of the extension of and is the natural probability on . Here we extend this inequality to more general product probability spaces; in particular, we prove the same inequality for with the product measure . We believe this should be useful in proofs involving random selections. As an illustration of possible applications we give a simple proof (though not with the right dependence on ) of the Bourgain, Lindenstrauss, Milman result [BLM] that for and , every -dimensional subspace of -embeds into with .
Keywords
Cite
@article{arxiv.math/9201208,
title = {Remarks on Talagrand's deviation inequality for Rademacher functions},
author = {William B. Johnson and Gideon Schechtman},
journal= {arXiv preprint arXiv:math/9201208},
year = {2016}
}