Talagrand's concentration inequality (source code)

= Talagrand's concentration inequality
{wiki=Talagrand's_concentration_inequality}

Talagrand's concentration inequality is a powerful result in probability theory, particularly within the context of product spaces and processes defined on them. It provides bounds on how much a random variable can deviate from its expected value, typically in the setting of high-dimensional probability spaces, such as those arising in combinatorial settings, Gaussian spaces, or other structures that exhibit a certain level of independence or concentration of measure.