Weak dimension-free concentration of measure

Sergey G. Bobkov; Christian Houdré

doi:10.2307/3318510

Weak dimension-free concentration of measure

Sergey G. Bobkov, Christian Houdré

Research output: Contribution to journal › Article › peer-review

15 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 language	English (US)
Pages (from-to)	621-632
Number of pages	12
Journal	Bernoulli
Volume	6
Issue number	4
DOIs	https://doi.org/10.2307/3318510
State	Published - 2000
Externally published	Yes

Keywords

Concentration of measure
Extreme samples
Isoperimetry

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10.2307/3318510

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title = "Weak dimension-free concentration of measure",

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.",

keywords = "Concentration of measure, Extreme samples, Isoperimetry",

author = "Bobkov, {Sergey G.} and Christian Houdr{\'e}",

year = "2000",

doi = "10.2307/3318510",

language = "English (US)",

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pages = "621--632",

journal = "Bernoulli",

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AU - Bobkov, Sergey G.

AU - Houdré, Christian

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KW - Extreme samples

KW - Isoperimetry

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Weak dimension-free concentration of measure

Abstract

Keywords

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