Mathematics – Probability
Scientific paper
2004-12-16
Mathematics
Probability
24 pages
Scientific paper
The purpose of these notes is to further complete our understanding of the
stable concentration phenomenon, by obtaining the finite range behavior of
$P(F-E[F]\geq x)$, with $F=f(X)$ where $f$ is a Lipschitz function and $X$ is a
stable random vector or with $F$ a stochastic functional on the Poisson space
equipped with a stable L\'evy measure.
Breton Jean-Christophe
Houdré Christian
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