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Concentration around the mean for maxima of empirical processes. (English) Zbl 1066.60023

Summary: 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.

MSC:

60E15 Inequalities; stochastic orderings
60F10 Large deviations
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References:

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