A note on Talagrand's convex hull concentration inequality

Details A note on Talagrand's convex hull concentration inequality A note on Talagrand's convex hull concentration inequality

2006-11-25

arxiv.org/abs/math/0611770v1

Mathematics

Probability

To appear in Festschrift for Piet Groeneboom

Scientific paper

The paper reexamines an argument by Talagrand that leads to a remarkable
exponential tail bound for the concentration of probability near a set. The
main novelty is the replacement of a mysterious Calculus inequality by an
application of Jensen's inequality.

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