Concentration for Infinitely Divisible Vectors with Independent Components
Abstract
For various classes of Lipschitz functions we provide dimension free concentration inequalities for infinitely divisible random vectors with independent components and finite exponential moments.
- Publication:
-
arXiv Mathematics e-prints
- Pub Date:
- June 2006
- DOI:
- 10.48550/arXiv.math/0606752
- arXiv:
- arXiv:math/0606752
- Bibcode:
- 2006math......6752H
- Keywords:
-
- Mathematics - Probability;
- 60E07;
- 60F10;
- 60G51;
- 60G52
- E-Print:
- This manuscript from 2004 will not be published. It has been superseded by the more recent manuscript: Concentration for Norms of Infinitely Divisible Vectors With Independent Components, authored by C. Houdr\'e, P. Marchal and P.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