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Concentration around the mean for maxima of empirical processes

2005; Institute of Mathematical Statistics; Volume: 33; Issue: 3 Linguagem: Inglês

10.1214/009117905000000044

2168-894X

Thierry Klein, Emmanuel Rio,

Bayesian Methods and Mixture Models

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.