Concentration for independent random variables with heavy tails
Probability
2007-05-23 v1
Abstract
If a random variable is not exponentially integrable, it is known that no concentration inequality holds for an infinite sequence of independent copies. Under mild conditions, we establish concentration inequalities for finite sequences of independent copies, with good dependence in .
Cite
@article{arxiv.math/0505492,
title = {Concentration for independent random variables with heavy tails},
author = {Franck Barthe and Patrick Cattiaux and Cyril Roberto},
journal= {arXiv preprint arXiv:math/0505492},
year = {2007}
}