On finite range stable type concentration

Mathematics – Probability

Scientific paper

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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.

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