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New concentration inequalities in product spaces

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Inventiones mathematicae Aims and scope

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We introduce three new ways to measure the “distance” from a point to a subset of a product space and we prove corresponding concentration inequalities. Each of them allows to control the fluctuation of a new class of random variables.

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Oblatum 29-IX-1995 & 15-IV-1996

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Talagrand, M. New concentration inequalities in product spaces. Invent math 126, 505–563 (1996). https://doi.org/10.1007/s002220050108

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  • DOI: https://doi.org/10.1007/s002220050108

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