T. Klein, E. Rio
Published 2005-06-29Version 1
In this paper we give optimal constants in Talagrand's concentration inequalities for maxima of empirical processes associated to independent and eventually nonidentically distributed random variables. Our approach is based on the entropy method introduced by Ledoux.
Comments: Published at http://dx.doi.org/10.1214/009117905000000044 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Journal: Annals of Probability 2005, Vol. 33, No. 3, 1060-1077
Entropy method for the left tail
A tail estimate for empirical processes of multivariate Gaussian under general dependence
Symmetrization approach to concentration inequalities for empirical processes
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