Concentration around the mean for maxima of empirical processes

• 成果类型: Article
• 署名作者: Klein, T; Rio, E
• 署名单位: Universite Paris Saclay
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/009117905000000044
• 发表日期: 2005
• 页码: 1060-1077
• 关键词: Concentration Inequalities

摘要

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.