A new look at independence
Open Access
- 1 January 1996
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 24 (1) , 1-34
- https://doi.org/10.1214/aop/1042644705
Abstract
The concentration of measure phenomenon is product spaces is a far-reaching abstract generalization of the classical exponential inequalities for sums of independent random variables. We attempt to explain in the simplest possible terms the basic concepts underlying this phenomenon, the basic method to prove concentration inequalities and the meaning of several of the most useful inequalities.Keywords
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