Concentration inequalities for set-indexed empirical processes

Authors
Rio, E
Citation
E. Rio, Concentration inequalities for set-indexed empirical processes, PROB TH REL, 119(2), 2001, pp. 163-175
Citations number
13
Categorie Soggetti
Mathematics
Journal title
PROBABILITY THEORY AND RELATED FIELDS
ISSN journal
01788051 → ACNP
Volume
119
Issue
2
Year of publication
2001
Pages
163 - 175
Database
ISI
SICI code
0178-8051(200102)119:2<163:CIFSEP>2.0.ZU;2-H
Abstract
We propose new concentration inequalities for maxims of set-indexed empiric al processes. Out approach is based either on entropy inequalities or on ma rtingale methods. The improvements we get concern the rate function which i s exactly the large deviations rate function of a binomial law in most of t he cases.