Measure concentration for stable laws with index close to 2

DOI10.1214/ECP.V10-1129zbMATH Open1060.60011MaRDI QIDQ1768239FDOQ1768239

Authors: Philippe Marchal 

Publication date: 14 March 2005

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/124505

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zbMATH Keywords

stable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Cited In (3)

• On the concentration of measure phenomenon for stable and related random vectors.
• Dimension free and infinite variance tail estimates on Poisson space
• On Finite Range Stable-Type Concentration

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