On the concentration of measure phenomenon for stable and related random vectors

2004/10/06 by Christian Houdre, Philippe Marchal
Mathematics · #math.PR #msc:60G70 #msc:62G07 #msc:62C20 #msc:41A25.

paper · pdf · doi:10.1214/009117904000000289

published as Annals of Probability 2004, Vol. 32, No. 2, 1496-1508 · Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/009117904000000289

arxiv created 2004/10/06 · arxiv updated 2009/12/01

Abstract

Concentration of measure is studied, and obtained, for stable and related random vectors.

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