On a concentration inequality for sums of independent isotropic vectors

DOI10.1214/ECP.V17-2063MaRDI QIDQ456253zbMATH OpenFDO

Authors Michael Craig Cranston, S. Molchanov

Publication date 23 October 2012

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

zbMATH Keywords

concentration inequalityisotropy

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05)

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• Stochastic dominance and weak concentration for sums of independent symmetric random vectors
• On a sum of modified Bessel functions
• Concentration for norms of infinitely divisible vectors with independent components

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