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Concentration inequalities for set-indexed empirical processes. (Inégalités de concentration pour les processus empiriques de classes de parties.) (French) Zbl 0976.60033
Summary: We propose new concentration inequalities for maxima of set-indexed empirical processes. Our approach is based either on entropy inequalities or on martingale methods. The improvements we get concern the rate function which is exactly the large deviations rate function of a binomial law in most of the cases.

MSC:
60E15 Inequalities; stochastic orderings
60F10 Large deviations
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