Concentration for Infinitely Divisible Vectors with Independent Components
Probability
2007-05-23 v1
Abstract
For various classes of Lipschitz functions we provide dimension free concentration inequalities for infinitely divisible random vectors with independent components and finite exponential moments.
Cite
@article{arxiv.math/0606752,
title = {Concentration for Infinitely Divisible Vectors with Independent Components},
author = {C. Houdré and P. Reynaud-Bouret},
journal= {arXiv preprint arXiv:math/0606752},
year = {2007}
}
Comments
This manuscript from 2004 will not be published. It has been superseded by the more recent manuscript: Concentration for Norms of Infinitely Divisible Vectors With Independent Components, authored by C. Houdr\'e, P. Marchal and P. Reynaud-Bouret. The new improved manuscript refers to the old version being deposited and will itself be deposited on arXiv within a few days