Abstract
In previous work we showed how very precise information on the tails of sums of (possibly Banach-space valued) random variables can be deduced from isoperimetric inequalities for product measure. We present here a new isoperimetric inequality, with a very simple proof, that allows the recovery of these bounds.
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Work partially supported by an NSF grant
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Talagrand, M. A new isoperimetric inequality for product measure and the tails of sums of independent random variables. Geometric and Functional Analysis 1, 211–223 (1991). https://doi.org/10.1007/BF01896379
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DOI: https://doi.org/10.1007/BF01896379