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Concentration of measure and isoperimetric inequalities in product spaces
Open accessAbstract
The concentration of measure phenomenon in product spaces roughly states that, if a set A in a product Ω N of probability spaces has measure at least one half, “most” of the points of Ω n are “close” to A. We proceed to a systematic exploration of this phenomenon. The meaning of the word “most” is made rigorous by isoperimetrictype inequalities that bound the measure of the exceptional sets. The meaning of the work “close” is defined in three main ways, each of them giving rise to related, but different inequalities. The inequalities are all proved through a common scheme of proof. Remarkably, this simple approach not only yields qualitatively optimal results, but, in many cases, captures near optimal numerical constants. A large number of applications are given, in particular to Percolation, Geometric Probability, Probability in Banach Spaces, to demonstrate in concrete situations the extremely wide range of application of the abstract tools.
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Cites
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Self-citationAsymptotic Theory of Finite Dimensional Normed Spaces
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Concentration Inequalities: A Nonasymptotic Theory of Independence
Boucheron, S., Lugosi, G., & Massart, P. (2013) · doi:10.1093/acprof:oso/9780199535255.001.0001 · Cited by 1,768
On the geometry of metric measure spaces
Sturm, K.-T. (2006) · Acta Mathematica · doi:10.1007/s11511-006-0002-8 · Cited by 835
Concentration Inequalities and Model Selection
(2007) · Lecture Notes in Mathematics · doi:10.1007/978-3-540-48503-2 · Cited by 744
Frieze, A., & Karoński, M. (2015) · doi:10.1017/cbo9781316339831 · Cited by 576
A dynamic model of social network formation
Skyrms, B., & Pemantle, R. (2000) · Proceedings of the National Academy of Sciences · doi:10.1073/pnas.97.16.9340 · Cited by 553
Metadata
- Authors
- Talagrand, M.
- Venue
- Publications Mathématiques de l'IHÉS
- Publisher
- MathDoc/Centre Mersenne
- Published
- 1995-12-07
- Volume
- 81
- Pages
- 73-205
- ISSN
- 0073-8301 (ISSN-L)
- 1618-1913
- OpenAlex
- W1973286131
- Cited by
- 829
- References
- 15
- FWCI
- 36.38
- Type
- journal article
- Language
- en
- Open access
- green
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