Some deviation inequalities

Bernard Maurey

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Some deviation inequalities

Bernard Maurey

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Abstract

We introduce a concentration property for probability measures on $\scriptstyle{R^n}$, which we call Property~($\scriptstyleτ$); we show that this property has an interesting stability under products and contractions (Lemmas 1,~2,~3). Using property~($\scriptstyleτ$), we give a short proof for a recent deviation inequality due to Talagrand. In a third section, we also recover known concentration results for Gaussian measures using our approach.}

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Bernard Maurey. 1990-09-05. Some deviation inequalities. https://arxiv.org/abs/math/9201216

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