Concentration for norms of infinitely divisible vectors with independent components

DOI10.3150/08-BEJ131MaRDI QIDQ1002530zbMATH OpenFDO

Authors Christian Houdré, Philippe Marchal, P. Reynaud-Bouret

Publication date 2 March 2009

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0607019

zbMATH Keywords

concentrationinfinitely divisible lawsnorms

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Abstract: We obtain dimension-free concentration inequalities for $el{l}^p$-norms, $pgeq2$, 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.

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Cited in

(10)

• Concentration for norms of infinitely divisible vectors with independent components
• On Dvoretzky's theorem for subspaces of \(L_p\)
• Some comments on deviation inequalities for infinitely divisible random vectors
• On the concentration of measure phenomenon for stable and related random vectors.
• Concentration inequalities, counting processes and adaptive statistics
• On a concentration inequality for sums of independent isotropic vectors
• Concentration inequalities for measures of a Boolean model
• High-dimensional \(p\)-norms
• L^1-norm of infinitely divisible random vectors and certain stochastic integrals
• Dimension free and infinite variance tail estimates on Poisson space

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