Concentration for Infinitely Divisible Vectors with Independent Components

Details Concentration for Infinitely Divisible Vectors with Independent Components Concentration for Infinitely Divisible Vectors with Independent Components

2006-06-29

arxiv.org/abs/math/0606752v1

Mathematics

Probability

This manuscript from 2004 will not be published. It has been superseded by the more recent manuscript: Concentration for Norms

Scientific paper

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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