Concentration and deviation inequalities in infinite dimensions via covariance representations

zbMath1012.60020MaRDI QIDQ1860993

Christian Houdré, Nicolas Privault

Publication date: 6 June 2003

Published in: Bernoulli (Search for Journal in Brave)

zbMATH Keywords

covariance identitiesClark formulachaotic representation formulaconcentration and deviation inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Group- or semigroup-valued set functions, measures and integrals (28B10)

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