Concentration for Infinitely Divisible Vectors with Independent Components

2006/06/29 by Houdré, C., Reynaud-Bouret, P.
#60E07 #60F10 #60G51 #60G52 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.math/0606752

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.

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