Some deviation inequalities
- Cite this article as:
- Maurey, B. Geometric and Functional Analysis (1991) 1: 188. doi:10.1007/BF01896377
We introduce a concentration property for probability measures onRn, which we call Property (τ); we show that this property has an interesting stability under products and contractions (Lemmas 1, 2, 3). Using property (τ), we give a short proof for a recent deviation inequality due to Talagrand. In a third section, we also recover known concentration results for Gaussian measures using our approach.