For various classes of Lipschitz functions we provide dimension free concentration inequalities for infinitely divisible random vectors with independent components and finite exponential moments.
arXiv Mathematics e-prints
- Pub Date:
- June 2006
- Mathematics - Probability;
- This manuscript from 2004 will not be published. It has been superseded by the more recent manuscript: Concentration for Norms of Infinitely Divisible Vectors With Independent Components, authored by C. Houdr\'e, P. Marchal and P. Reynaud-Bouret. The new improved manuscript refers to the old version being deposited and will itself be deposited on arXiv within a few days