Some deviation inequalities
Functional Analysis
2009-09-25 v1
Abstract
We introduce a concentration property for probability measures on , which we call Property~(); we show that this property has an interesting stability under products and contractions (Lemmas 1,~2,~3). Using property~(), 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}
}