On Talagrand's deviation inequalities for product measures

@article{Ledoux2010,
abstract = { We present a new and simple approach to some of the deviation inequalities for product measures deeply investigated by M. Talagrand in the recent years. Our method is based on functional inequalities of Poincaré and logarithmic Sobolev type and iteration of these inequalities. In particular, we establish with theses tools sharp deviation inequalities from the mean on norms of sums of independent random vectors and empirical processes. Concentration for the Hamming distance may also be deduced from this approach. },
author = {Ledoux, Michel},
journal = {ESAIM: Probability and Statistics},
keywords = {Concentration of measure / logarithmic Sobolev inequalities / product measures / deviation inequalities / convex functions / bounds on empirical processes.; deviation inequalities for product measures; functional inequalities; empirical processes; Hamming distance},
language = {eng},
month = {3},
pages = {63-87},
publisher = {EDP Sciences},
title = {On Talagrand's deviation inequalities for product measures},
url = {http://eudml.org/doc/116580},
volume = {1},
year = {2010},
}

TY - JOUR
AU - Ledoux, Michel
TI - On Talagrand's deviation inequalities for product measures
JO - ESAIM: Probability and Statistics
DA - 2010/3//
PB - EDP Sciences
VL - 1
SP - 63
EP - 87
AB - We present a new and simple approach to some of the deviation inequalities for product measures deeply investigated by M. Talagrand in the recent years. Our method is based on functional inequalities of Poincaré and logarithmic Sobolev type and iteration of these inequalities. In particular, we establish with theses tools sharp deviation inequalities from the mean on norms of sums of independent random vectors and empirical processes. Concentration for the Hamming distance may also be deduced from this approach.
LA - eng
KW - Concentration of measure / logarithmic Sobolev inequalities / product measures / deviation inequalities / convex functions / bounds on empirical processes.; deviation inequalities for product measures; functional inequalities; empirical processes; Hamming distance
UR - http://eudml.org/doc/116580
ER -