Special invited paper - A new look at independence

成果类型:
Article
署名作者:
Talagrand, M
署名单位:
University System of Ohio; Ohio State University
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
发表日期:
1996
页码:
1-34
关键词:
摘要:
The concentration of measure phenomenon in product spaces is a far-reaching abstract generalization of the classical exponential inequalities for sums of independent random variables. We attempt to explain in the simplest possible terms the basic concepts underlying this phenomenon, the basic method to prove concentration inequalities and the meaning of several of the most useful inequalities.