BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//talks.cam.ac.uk//v3//EN
BEGIN:VTIMEZONE
TZID:Europe/London
BEGIN:DAYLIGHT
TZOFFSETFROM:+0000
TZOFFSETTO:+0100
TZNAME:BST
DTSTART:19700329T010000
RRULE:FREQ=YEARLY;BYMONTH=3;BYDAY=-1SU
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0100
TZOFFSETTO:+0000
TZNAME:GMT
DTSTART:19701025T020000
RRULE:FREQ=YEARLY;BYMONTH=10;BYDAY=-1SU
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
CATEGORIES:Probability
SUMMARY:Talagrand's concentration inequality for empirical
  processes - Richard Nickl (Cambridge)
DTSTART;TZID=Europe/London:20081202T140000
DTEND;TZID=Europe/London:20081202T150000
UID:TALK14301AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/14301
DESCRIPTION:This is an expository talk about a deep probabilit
 y inequality due to Talagrand (Invent. Math. 1996\
 , cf. Ledoux's book in 2001)\, which gives a Proho
 rov- (and then also Bernstein-) type exponential b
 ound for the concentration of the supremum of an e
 mpirical process around its mean. I will try to di
 scuss the following points: A) Some ideas of the p
 roof\, in particular the proof due to Ledoux using
  logarithmic Sobolev inequalities\, which is relat
 ed to the more general "concentration of measure" 
 phenomenon. B) Discuss a variety of probabilistic 
 applications\, which should show how versatile thi
 s inequality is\, in particular that it reproduces
  most known exp. inequalities for i.i.d. sums of (
 possibly Banach-)valued random variables. C) Discu
 ss recent statistical applications to adaptive est
 imation\, model selection problems\, Rademacher pr
 ocesses\, and almost sure limit laws (LIL-type res
 ults).
LOCATION:MR12\, CMS\, Wilberforce Road\, Cambridge\, CB3 0W
 B
CONTACT:Berestycki
END:VEVENT
END:VCALENDAR