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arXiv:math/0405341 [math.PR]AbstractReferencesReviewsResources

A note on Talagrand's concentration inequality for empirical processes

Dmitry Panchenko

Published 2004-05-18, updated 2021-04-11Version 2

In this paper we revisit Talagrand's proof of concentration inequality for empirical processes. We give a different shorter proof of the main technical lemma that guarantees the existence of a certain kernel. Our proof provides the almost optimal value of the constant involved in the statement of this lemma.

Journal: 2001 Elect. Comm. in Probab. 6, 55-65
Categories: math.PR
Subjects: 60G20
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