Concentration for norms of infinitely divisible vectors with independent components
Houdré, Christian ; Marchal, Philippe ; Reynaud-Bouret, Patricia
Bernoulli, Tome 14 (2008) no. 1, p. 926-948 / Harvested from Project Euclid
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We obtain dimension-free concentration inequalities for ℓp-norms, p≥2, of infinitely divisible random vectors with independent coordinates and finite exponential moments. Besides such norms, the methods and results extend to some other classes of Lipschitz functions.
Publié le : 2008-11-15
Classification:  concentration,  infinitely divisible laws,  norms 
@article{1225980565,
     author = {Houdr\'e, Christian and Marchal, Philippe and Reynaud-Bouret, Patricia},
     title = {Concentration for norms of infinitely divisible vectors with independent components},
     journal = {Bernoulli},
     volume = {14},
     number = {1},
     year = {2008},
     pages = { 926-948},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1225980565}
}

Houdré, Christian; Marchal, Philippe; Reynaud-Bouret, Patricia. Concentration for norms of infinitely divisible vectors with independent components. Bernoulli, Tome 14 (2008) no. 1, pp.  926-948. http://gdmltest.u-ga.fr/item/1225980565/