Concentration for norms of infinitely divisible vectors with independent components
Probability
2009-09-29 v2 Statistics Theory
Statistics Theory
Abstract
We obtain dimension-free concentration inequalities for -norms, , of infinitely divisible random vectors with independent coordinates and finite exponential moments. Besides such norms, the methods and results extend to some other classes of Lipschitz functions.
Keywords
Cite
@article{arxiv.math/0607019,
title = {Concentration for norms of infinitely divisible vectors with independent components},
author = {Christian Houdré and Philippe Marchal and Patricia Reynaud-Bouret},
journal= {arXiv preprint arXiv:math/0607019},
year = {2009}
}
Comments
Published in at http://dx.doi.org/10.3150/08-BEJ131 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)