Titlebook: Stochastic Inequalities and Applications; Evariste Giné,Christian Houdré,David Nualart Conference proceedings 2003 Springer Basel AG 2003

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Conference proceedings 2003 many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to many applications particularly in stochastic analysis. The broad range and the high quality of the contributions make this book highly attractive for graduates, postgradu

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Concentration Inequalities for Convex Functions on Product Spaces of this paper is a transportation inequality for the measure . comparable to the classical transportation inequality for the canonical Gaussian measure on ℝ.. In application, we present Khinchine Kahane inequalities for norms of random series with non-symmetric Bernoulli coefficients.

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Concentration Inequalities for Sub-Additive Functions Using the Entropy Methods of Talagrand’s inequality for empirical processes and new bounds for randomized processes associated to unbounded random variables. These results are obtained by further developing the entropy method introduced by Ledoux.

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A Remark on Unified Error Exponents: Hypothesis Testing, Data Compression and Measure Concentrationt way in which .. can be covered using spheres of a fixed radius. A covering is a subset .. of .. with the property that most of the elements of .. are within some fixed distance from at least one element of .., and “most of the elements” means a set whose probability is exponentially close to one (

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Concentration Inequalities for Convex Functions on Product Spaces functions on ℝ. under .. We use the infimum convex convolution description of the concentration phenomenon introduced by Maurey [14]. The main result of this paper is a transportation inequality for the measure . comparable to the classical transportation inequality for the canonical Gaussian measu