A note on Talagrand's concentration inequality for empirical processes

Details A note on Talagrand's concentration inequality for empirical processes A note on Talagrand's concentration inequality for empirical processes

2004-05-18

arxiv.org/abs/math/0405341v1

2001 Elect. Comm. in Probab. 6, 55-65

Mathematics

Probability

7 pages

Scientific paper

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 garantees 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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