Reference Request: Concentration inequalities/concentration of measure phenomenon

Question

Is there a good source for concentration inequalities? I've seen the standard ones (Bernstein, Hoeffding, Chernoff, etc.), but I'm hoping to get two things:

1. A ton of exercises. (Still haven't really gotten a great grasp on these inequalities, intuitively, so that's why the exercises help. They build intuition.)
2. Learn some more exotic/specific concentration inequalities (for example, for Gaussian chaos, matrix random variables, etc.)

I know of the book, "Concentration Inequalities: A Nonasymptotic Theory of Independence." Is that still the best reference out there?

Answer 1

1) "Concentration Inequalities: A Nonasymptotic Theory of Independence" is still a standard reference. The alternatives for a general introduction also include

Ledoux's The concentration of measure phenomenon

Broader introductions are also available in van Handel's notes on high-dimensional probability and Vershynin's High Dimensional Probability, although they have somewhat broader scope. (These two can be easily found online).

2) For concentration for matrices,

Joel Tropp - An Introduction to Matrix Concentration Inequalities

is the standard reference and easily found on arxiv.