Concentration for Infinitely Divisible Vectors with Independent Components
From MaRDI portal
Publication:6477445
arXivmath/0606752MaRDI QIDQ6477445FDOQ6477445
Christian Houdré, P. Reynaud-Bouret
Publication date: 29 June 2006
Abstract: For various classes of Lipschitz functions we provide dimension free concentration inequalities for infinitely divisible random vectors with independent components and finite exponential moments.
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Large deviations (60F10) Stable stochastic processes (60G52)
This page was built for publication: Concentration for Infinitely Divisible Vectors with Independent Components
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6477445)
