Quantitative concentration inequalities for empirical measures on non compact spaces

dc.contributor.author	Bolley, François
dc.contributor.author	Guillin, Arnaud HAL ID: 5334
dc.contributor.author	Villani, Cédric
dc.date.accessioned	2011-06-14T16:08:22Z
dc.date.available	2011-06-14T16:08:22Z
dc.date.issued	2007
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/6495
dc.language.iso	en	en
dc.subject	Transport inequalities	en
dc.subject	Sanov Theorem	en
dc.subject.ddc	519	en
dc.title	Quantitative concentration inequalities for empirical measures on non compact spaces	en
dc.type	Article accepté pour publication ou publié
dc.description.abstracten	We establish quantitative concentration estimates for the empirical measure of many independent variables, in transportation distances. As an application, we provide some error bounds for particle simulations in a model mean field problem. The tools include coupling arguments, as well as regularity and moment estimates for solutions of certain diffusive partial differential equations.	en
dc.relation.isversionofjnlname	Probability Theory and Related Fields
dc.relation.isversionofjnlvol	137	en
dc.relation.isversionofjnlissue	3-4	en
dc.relation.isversionofjnldate	2007
dc.relation.isversionofjnlpages	541-593	en
dc.relation.isversionofdoi	http://dx.doi.org/10.1007/s00440-006-0004-7	en
dc.description.sponsorshipprivate	oui	en
dc.relation.isversionofjnlpublisher	Springer	en
dc.subject.ddclabel	Probabilités et mathématiques appliquées	en

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