Some deviation inequalities

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Publication:1190132




Abstract: We introduce a concentration property for probability measures on scriptstyleRn, which we call Property~(scriptstyleau); we show that this property has an interesting stability under products and contractions (Lemmas 1,~2,~3). Using property~(scriptstyleau), 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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