theorem
talagrand_inequality_general
{n : ℕ}
{Ω : Fin n → Type u_1}
[(i : Fin n) → DecidableEq (Ω i)]
[(i : Fin n) → MeasurableSpace (Ω i)]
(μ : (i : Fin n) → MeasureTheory.Measure (Ω i))
[∀ (i : Fin n), MeasureTheory.IsProbabilityMeasure (μ i)]
(A : Set ((i : Fin n) → Ω i))
(hA : MeasurableSet A)
(t : ℝ)
(ht : 0 ≤ t)
:
(MeasureTheory.Measure.pi μ) A * (MeasureTheory.Measure.pi μ) {x : (i : Fin n) → Ω i | t ≤ TalagrandGeneral.talagrandConvexDist x A} ≤ ENNReal.ofReal (Real.exp (-(t ^ 2 / 4)))
Talagrand's inequality (general form, Theorem 9.5.11): for a product probability measure $\mu$ and any measurable set $A$, $\mu(A) \cdot \mu(\{x : d_T(x, A) \geq t\}) \leq e^{-t^2/4}$.