A note on Talagrand's concentration inequality for empirical processes

Dmitry Panchenko

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A note on Talagrand's concentration inequality for empirical processes

Dmitry Panchenko

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Abstract

In this paper we revisit Talagrand's proof of concentration inequality for empirical processes. We give a different shorter proof of the main technical lemma that guarantees the existence of a certain kernel. Our proof provides the almost optimal value of the constant involved in the statement of this lemma.

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Dmitry Panchenko. 2004-05-18. A note on Talagrand's concentration inequality for empirical processes. https://arxiv.org/abs/math/0405341

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