A new look at independence

A new look at independence
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DOI:
10.1214/aop/1042644705
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发表时间:
1996
影响因子:
2.3
通讯作者:
M. Talagrand
M. Talagrand
中科院分区:
数学1区
文献类型:
--
作者:
M. Talagrand

文献摘要

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乘积空间中的测度集中现象是经典的独立随机变量和的指数不等式的一个意义深远的抽象推广。我们试图用最简单的术语来解释这种现象背后的基本概念,证明浓度不等式的基本方法以及几个最有用的不等式的含义。
The concentration of measure phenomenon in product spaces is a farreaching abstract generalization of the classical exponential inequalities for sums of independent random variables. We attempt to explain in the simplest possible terms the basic concepts underlying this phenomenon, the basic method to prove concentration inequalities and the meaning of several of the most useful inequalities.