Remarks on deviation inequalities for functions of infinitely divisible random vectors
Houdré, Christian
Ann. Probab., Tome 30 (2002) no. 1, p. 1223-1237 / Harvested from Project Euclid
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We obtain deviation inequalities for some classes of functions of infinitely divisible random vectors having finite exponential moments.
Publié le : 2002-07-14
Classification:  Infinite divisible random vectors,  deviation inequalities,  concentration of measure phenomenon,  Lipschitz functions,  62G07,  62C20,  60G70,  41A25 
@article{1029867126,
     author = {Houdr\'e, Christian},
     title = {Remarks on deviation inequalities for functions of infinitely divisible random vectors},
     journal = {Ann. Probab.},
     volume = {30},
     number = {1},
     year = {2002},
     pages = { 1223-1237},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1029867126}
}

Houdré, Christian. Remarks on deviation inequalities for functions of infinitely divisible random vectors. Ann. Probab., Tome 30 (2002) no. 1, pp.  1223-1237. http://gdmltest.u-ga.fr/item/1029867126/