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On finite range stable type concentration

Probability 2007-05-23 v1

Abstract

The purpose of these notes is to further complete our understanding of the stable concentration phenomenon, by obtaining the finite range behavior of P(FE[F]x)P(F-E[F]\geq x), with F=f(X)F=f(X) where ff is a Lipschitz function and XX is a stable random vector or with FF a stochastic functional on the Poisson space equipped with a stable L\'evy measure.

Keywords

Cite

@article{arxiv.math/0412334,
  title  = {On finite range stable type concentration},
  author = {J. C. Breton and C. Houdré},
  journal= {arXiv preprint arXiv:math/0412334},
  year   = {2007}
}

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24 pages