Concentration inequalities for functions of independent variables

  • Authors:
  • Andreas Maurer

  • Affiliations:
  • Adalbertstrasse 55, D-80799 Munich, Germany

  • Venue:
  • Random Structures & Algorithms
  • Year:
  • 2006

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Abstract

Following the entropy method this paper presents general concentration inequalities, which can be applied to combinatorial optimization and empirical processes. The inequalities give improved concentration results for optimal traveling salesmen tours, Steiner trees, and the eigenvalues of random symmetric matrices. © 2005 Wiley Periodicals, Inc. Random Struct. Alg., 2006