Concentration for norms of infinitely divisible vectors with independent components

Details Concentration for norms of infinitely divisible vectors with independent components Concentration for norms of infinitely divisible vectors with independent components

2006-07-03

arxiv.org/abs/math/0607019v2

Bernoulli 2008, Vol. 14, No. 4, 926-948

Mathematics

Probability

Published in at http://dx.doi.org/10.3150/08-BEJ131 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statisti

Scientific paper

10.3150/08-BEJ131

We obtain dimension-free concentration inequalities for $\ell^p$-norms,
$p\geq2$, 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.

Affiliated with

Also associated with

No associations

Rating

Concentration for norms of infinitely divisible vectors with independent components does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Concentration for norms of infinitely divisible vectors with independent components, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Concentration for norms of infinitely divisible vectors with independent components will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-416090