Hyungsu Kim, Chul Ki Ko, Sungchul Lee
Published 2006-08-29, updated 2006-11-22Version 2
When we use the entropy method to get the tail bounds, typically the left tail bounds are not good comparing with the right ones. Up to now this asymmetry has been observed many times. Surprisingly we find an entropy method for the left tail that works in the exactly same way that it works for the right tail.
Concentration around the mean for maxima of empirical processes
The Entropy Method in Large Deviation Theory
Uniform Hanson-Wright type concentration inequalities for unbounded entries via the entropy method
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