Symmetrization approach to concentration inequalities for empirical processes

@inproceedings{Panchenko2003SymmetrizationAT,
  title={Symmetrization approach to concentration inequalities for empirical processes},
  author={Dmitry Panchenko},
  year={2003}
}
We introduce a symmetrization technique that allows us to translate a problem of controlling the deviation of some functionals on a product space from their mean into a problem of controlling the deviation between two independent copies of the functional. As an application we give a new easy proof of Talagrand’s concentration inequality for empirical processes, where besides symmetrization we use only Talagrand’s concentration inequality on the discrete cube {−1,+1}n. As another application of… CONTINUE READING
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