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On finite range stable type concentration

J. C. Breton·C. Houdré
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Abstract

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 Lévy measure.

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J. C. Breton, C. Houdré. 2004-12-16. On finite range stable type concentration. https://arxiv.org/abs/math/0412334

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