Abstract
We introduce new concentration inequalities for functions on product spaces. They allow to obtain a Bennett type deviation bound for suprema of empirical processes indexed by upper bounded functions. The result is an improvement on Rio's version [6] of Talagrand's inequality [7] for equidistributed variables. To cite this article: O. Bousquet, C. R. Acad. Sci. Paris, Ser. I 334 (2002) 495–500.
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