Weak dimension-free concentration of measure

Sergey G. Bobkov, Christian Houdré

Research output: Contribution to journalArticlepeer-review

13 Scopus citations

Abstract

We study a concentration property of product probability measures with respect to the supremum distance. This property is shown to be equivalent to the conditions given by de Haan and Ridder for the stochastic boundedness of centered extreme samples.

Original languageEnglish (US)
Pages (from-to)621-632
Number of pages12
JournalBernoulli
Volume6
Issue number4
DOIs
StatePublished - Jan 1 2000
Externally publishedYes

Keywords

  • Concentration of measure
  • Extreme samples
  • Isoperimetry

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