English

Some deviation inequalities

Functional Analysis 2009-09-25 v1

Abstract

We introduce a concentration property for probability measures on Rn\scriptstyle{R^n}, which we call Property~(τ\scriptstyle\tau); we show that this property has an interesting stability under products and contractions (Lemmas 1,~2,~3). Using property~(τ\scriptstyle\tau), we give a short proof for a recent deviation inequality due to Talagrand. In a third section, we also recover known concentration results for Gaussian measures using our approach.}

Cite

@article{arxiv.math/9201216,
  title  = {Some deviation inequalities},
  author = {Bernard Maurey},
  journal= {arXiv preprint arXiv:math/9201216},
  year   = {2009}
}