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Remarks on Talagrand's deviation inequality for Rademacher functions

概率论 2016-09-06 v1 泛函分析

摘要

Recently Talagrand [T] estimated the deviation of a function on {0,1}n\{0,1\}^n from its median in terms of the Lipschitz constant of a convex extension of ff to 2n\ell ^n_2; namely, he proved that P(fMf>c)4et2/4σ2P(|f-M_f| > c) \le 4 e^{-t^2/4\sigma ^2} where σ\sigma is the Lipschitz constant of the extension of ff and PP is the natural probability on {0,1}n\{0,1\}^n. Here we extend this inequality to more general product probability spaces; in particular, we prove the same inequality for {0,1}n\{0,1\}^n with the product measure ((1η)δ0+ηδ1)n((1-\eta)\delta _0 + \eta \delta _1)^n. 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 ε\varepsilon) of the Bourgain, Lindenstrauss, Milman result [BLM] that for 1r<s21\le r < s \le 2 and ε>0\varepsilon >0, every nn-dimensional subspace of Ls (1+ε)L_s \ (1+\varepsilon)-embeds into rN\ell ^N_r with N=c(r,s,ε)nN = c(r,s,\varepsilon)n.

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引用

@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}
}