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A Note on Talagrand's Concentration Inequality
Concentration of measure empirical processes
2009/5/4
In this paper we revisit Talagrand's proof of concentration inequality for empirical processes. We give a different proof of the main technical lemma that guarantees the existence of a certain kernel....
Some Extensions of an Inequality of Vapnik and Chervonenkis
Concentration of measure empirical processes
2009/4/29
The inequality of Vapnik and Chervonenkis controls the expectation of the function by its sample
average uniformly over a VC-major class of functions taking into account the size of the expectation...
FKG Inequality for Brownian Motion and Stochastic Differential Equations
FKG inequality Brownian motion stochastic dierential equations
2009/4/24
The purpose of this work is to study some possible application of FKG inequality to the Brownian motion and to Stochastic Differential Equations. We introduce a special ordering on the Wiener space an...
A multivariate version of Hoeffding's inequality
Hoeding's inequality Borell's inequality diagram formula
2009/4/22
In this paper a multivariate version of Hoeffding's inequality is proved about the tail distribution of homogeneous polynomials of Rademacher functions with an optimal constant in the exponent of the ...